-1.8%
DECK vs WTW
+67.3%
-69.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | -2.2% | -2.6% | +0.4% | -1.7% |
| 30D | -13.6% | -1.0% | -12.6% | -13.4% |
| 3M | -21.2% | +29.9% | -51.2% | -25.2% |
| 6M | -21.1% | +10.7% | -31.8% | -22.9% |
| YTD | -17.2% | +2.6% | -19.8% | -18.0% |
| 1Y | -30.7% | +2.8% | -33.5% | -31.5% |
| All | -1.8% | +67.3% | -69.1% | -7.7% |
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