+24.6%
DECK vs BWA
+26.5%
-1.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.2% |
| 7D | +5.8% | -5.5% | +11.2% | +7.9% |
| 30D | +7.9% | -21.7% | +29.6% | +18.4% |
| 3M | -11.4% | -25.6% | +14.2% | -1.2% |
| 6M | -16.6% | -17.4% | +0.9% | -12.1% |
| YTD | -16.4% | +9.2% | -25.5% | -24.2% |
| 1Y | +8.6% | +9.7% | -1.1% | -1.9% |
| 3Y | -15.1% | +54.6% | -69.7% | -37.0% |
| All | +24.6% | +26.5% | -1.9% | -8.2% |
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 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