+24.3%
DECK vs BWA
+22.8%
+1.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.2% | +0.7% |
| 7D | +6.0% | -10.8% | +16.8% | +10.7% |
| 30D | +7.4% | -25.0% | +32.4% | +19.9% |
| 3M | -11.7% | -28.6% | +17.0% | +0.2% |
| 6M | -11.0% | -16.6% | +5.6% | -6.7% |
| YTD | -15.4% | +6.3% | -21.7% | -22.4% |
| 1Y | +7.2% | +7.2% | +0.1% | -2.3% |
| 3Y | -11.8% | +48.2% | -60.0% | -33.4% |
| 5Y | +24.3% | +23.4% | +0.9% | -7.7% |
| All | +24.3% | +22.8% | +1.6% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling