+35.5%
ITW vs DECK
+23.3%
+12.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +0.9% | +5.8% | -4.9% | -0.2% |
| 30D | +7.6% | +7.9% | -0.3% | +6.0% |
| 3M | -4.0% | -11.4% | +7.4% | -2.0% |
| 6M | +9.2% | -16.6% | +25.8% | +12.5% |
| YTD | +16.2% | -16.4% | +32.6% | +18.9% |
| 1Y | +17.9% | +8.6% | +9.3% | +14.6% |
| 3Y | +30.6% | -15.1% | +45.7% | +23.9% |
| All | +35.5% | +23.3% | +12.2% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling