+196.2%
ITW vs DECK
+870.0%
-673.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +0.5% | +6.8% | -6.3% | -1.0% |
| 30D | +9.1% | +8.3% | +0.7% | +7.0% |
| 3M | -1.6% | -7.9% | +6.3% | 0.0% |
| 6M | +14.5% | -10.6% | +25.1% | +16.7% |
| YTD | +19.2% | -13.4% | +32.6% | +21.4% |
| 1Y | +20.9% | +12.5% | +8.5% | +15.8% |
| 3Y | +33.1% | -14.9% | +48.0% | +27.4% |
| 5Y | +38.2% | +27.5% | +10.7% | +14.7% |
| 10Y | +196.2% | +839.4% | -643.2% | +62.8% |
| All | +196.2% | +870.0% | -673.9% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling