+7,078.7%
DECK vs BBWI
+806.9%
+6,271.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | +0.5% |
| 7D | +6.0% | -3.1% | +9.1% | +7.1% |
| 30D | +7.4% | +23.1% | -15.7% | 0.0% |
| 3M | -11.7% | +7.3% | -18.9% | -14.5% |
| 6M | -11.0% | +22.6% | -33.6% | -18.3% |
| YTD | -15.4% | +13.3% | -28.6% | -21.4% |
| 1Y | +7.2% | -2.6% | +9.8% | +2.7% |
| 3Y | -11.8% | -25.9% | +14.1% | -10.6% |
| 5Y | +24.3% | -66.7% | +91.1% | +55.8% |
| 10Y | +907.5% | -41.6% | +949.1% | +762.7% |
| All | +7,078.7% | +806.9% | +6,271.9% | +2,657.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling