-15.1%
DECK vs WTW
+44.3%
-59.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | +5.8% | +1.4% | +4.4% | +5.4% |
| 30D | +7.9% | +13.1% | -5.3% | +4.8% |
| 3M | -11.4% | -3.0% | -8.4% | -11.0% |
| 6M | -16.6% | +31.2% | -47.8% | -21.4% |
| YTD | -16.4% | +1.1% | -17.5% | -17.0% |
| 1Y | +8.6% | +3.4% | +5.2% | +7.2% |
| 3Y | -15.1% | +44.7% | -59.8% | -21.5% |
| All | -15.1% | +44.3% | -59.4% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling