+26.1%
DECK vs BWA
+91.4%
-65.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.5% |
| 7D | -2.2% | +5.7% | -7.9% | -4.3% |
| 30D | -13.6% | +1.4% | -15.0% | -14.3% |
| 3M | -21.2% | -12.1% | -9.2% | -17.7% |
| 6M | -21.1% | +28.6% | -49.6% | -30.1% |
| YTD | -17.2% | +51.1% | -68.3% | -33.4% |
| 1Y | -30.7% | +55.9% | -86.6% | -45.3% |
| 3Y | -3.4% | +70.1% | -73.5% | -29.2% |
| All | +26.1% | +91.4% | -65.3% | -20.3% |
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