+37.3%
ITW vs DECK
+25.8%
+11.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.4% |
| 7D | +1.4% | +6.0% | -4.6% | +0.3% |
| 30D | +6.8% | +7.4% | -0.6% | +5.3% |
| 3M | -3.4% | -11.7% | +8.3% | -1.3% |
| 6M | +13.5% | -11.0% | +24.5% | +15.5% |
| YTD | +18.1% | -15.4% | +33.4% | +20.5% |
| 1Y | +19.4% | +7.2% | +12.2% | +16.3% |
| 3Y | +31.5% | -11.8% | +43.4% | +23.7% |
| 5Y | +37.3% | +24.3% | +13.0% | +13.1% |
| All | +37.3% | +25.8% | +11.5% | +13.1% |
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