-14.1%
DECK vs BWA
+47.7%
-61.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.2% | +0.3% |
| 7D | +6.0% | -10.8% | +16.8% | +9.9% |
| 30D | +7.4% | -25.0% | +32.4% | +17.9% |
| 3M | -11.7% | -28.6% | +17.0% | -1.8% |
| 6M | -11.0% | -16.6% | +5.6% | -7.6% |
| YTD | -15.4% | +6.3% | -21.7% | -22.7% |
| 1Y | +7.2% | +7.2% | +0.1% | -2.6% |
| All | -14.1% | +47.7% | -61.8% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling