+888.8%
DECK vs BBWI
-41.8%
+930.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | +0.4% |
| 7D | +6.0% | -3.1% | +9.1% | +7.1% |
| 30D | +7.4% | +23.1% | -15.7% | +0.3% |
| 3M | -11.7% | +7.3% | -18.9% | -14.3% |
| 6M | -11.0% | +22.6% | -33.6% | -18.0% |
| YTD | -15.4% | +13.3% | -28.6% | -21.2% |
| 1Y | +7.2% | -2.6% | +9.8% | +3.1% |
| 3Y | -11.8% | -25.9% | +14.1% | -10.3% |
| 5Y | +24.3% | -66.7% | +91.1% | +54.5% |
| All | +888.8% | -41.8% | +930.6% | +756.0% |
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