+28.5%
DECK vs BBWI
-64.5%
+93.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.1% | +1.9% | +4.5% |
| 7D | +10.4% | +8.8% | +1.6% | +7.2% |
| 30D | +11.1% | +34.8% | -23.7% | 0.0% |
| 3M | -10.8% | +12.9% | -23.7% | -15.2% |
| 6M | -8.7% | +29.6% | -38.3% | -18.1% |
| YTD | -14.0% | +20.8% | -34.8% | -22.2% |
| 1Y | +12.0% | +4.1% | +8.0% | +5.1% |
| 3Y | -10.5% | -21.0% | +10.6% | -10.4% |
| 5Y | +28.5% | -64.8% | +93.3% | +86.7% |
| All | +28.5% | -64.5% | +93.0% | +86.7% |
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