+26.1%
DECK vs BBWI
-66.0%
+92.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.3% |
| 3M | -21.2% | +11.1% | -32.4% | -24.9% |
| 6M | -21.1% | -13.4% | -7.7% | -18.9% |
| YTD | -17.2% | +0.1% | -17.3% | -19.7% |
| 1Y | -30.7% | -36.1% | +5.4% | -22.1% |
| 3Y | -3.4% | -44.1% | +40.7% | +9.3% |
| All | +26.1% | -66.0% | +92.1% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling