+5,614.4%
ITW vs DECK
+8,125.5%
-2,511.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.0% | -3.6% | +1.8% |
| 7D | +6.3% | +10.4% | -4.1% | +5.3% |
| 30D | +11.1% | +11.1% | 0.0% | +9.9% |
| 3M | +0.1% | -10.8% | +10.9% | +1.1% |
| 6M | +18.1% | -8.7% | +26.8% | +18.9% |
| YTD | +21.4% | -14.0% | +35.4% | +22.6% |
| 1Y | +22.9% | +12.0% | +10.8% | +20.8% |
| 3Y | +35.2% | -10.5% | +45.7% | +33.6% |
| 5Y | +42.1% | +28.5% | +13.6% | +34.1% |
| 10Y | +226.1% | +923.3% | -697.1% | +154.4% |
| All | +5,614.4% | +8,125.5% | -2,511.1% | +3,523.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling