+37.2%
ITW vs DECK
+25.5%
+11.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.9% |
| 7D | -3.6% | -2.2% | -1.3% | -3.2% |
| 30D | -9.1% | -13.6% | +4.4% | -6.7% |
| 3M | +8.2% | -21.2% | +29.5% | +12.9% |
| 6M | -4.8% | -21.1% | +16.3% | -1.0% |
| YTD | +11.0% | -17.2% | +28.3% | +13.9% |
| 1Y | +4.2% | -30.7% | +35.0% | +10.0% |
| 3Y | +17.3% | -3.4% | +20.6% | +8.2% |
| All | +37.2% | +25.5% | +11.6% | +10.7% |
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