+877.2%
DECK vs BBWI
-43.7%
+920.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.1% |
| 7D | +5.8% | -6.2% | +11.9% | +7.9% |
| 30D | +7.9% | +19.9% | -12.1% | +1.5% |
| 3M | -11.4% | +7.1% | -18.6% | -14.1% |
| 6M | -16.6% | +13.7% | -30.2% | -21.3% |
| YTD | -16.4% | +9.6% | -25.9% | -21.3% |
| 1Y | +8.6% | -1.6% | +10.3% | +4.0% |
| 3Y | -15.1% | -25.9% | +10.8% | -13.6% |
| 5Y | +22.9% | -67.8% | +90.7% | +54.3% |
| All | +877.2% | -43.7% | +920.9% | +754.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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