+839.4%
DECK vs BWA
+95.2%
+744.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | +6.8% | -2.4% | +9.2% | +7.7% |
| 30D | +8.3% | -17.7% | +26.0% | +17.6% |
| 3M | -7.9% | -27.0% | +19.1% | +5.1% |
| 6M | -10.6% | -17.3% | +6.7% | -4.9% |
| YTD | -13.4% | +12.9% | -26.2% | -22.4% |
| 1Y | +12.5% | +12.9% | -0.4% | +0.6% |
| 3Y | -14.9% | +62.1% | -77.0% | -37.7% |
| 5Y | +27.5% | +30.7% | -3.2% | -0.6% |
| 10Y | +839.4% | +89.2% | +750.2% | +443.5% |
| All | +839.4% | +95.2% | +744.2% | +443.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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