+741.1%
DECK vs BBWI
-54.8%
+795.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.3% | +0.6% |
| 7D | -2.2% | +1.5% | -3.7% | -2.7% |
| 30D | -13.6% | -5.2% | -8.4% | -12.4% |
| 3M | -21.2% | +11.1% | -32.4% | -24.6% |
| 6M | -21.1% | -13.4% | -7.7% | -19.1% |
| YTD | -17.2% | +0.1% | -17.3% | -19.4% |
| 1Y | -30.7% | -36.1% | +5.4% | -23.4% |
| 3Y | -3.4% | -44.1% | +40.7% | +7.6% |
| 5Y | +25.5% | -66.2% | +91.8% | +56.7% |
| All | +741.1% | -54.8% | +795.9% | +726.3% |
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