+6,920.8%
DECK vs BWA
+3,339.9%
+3,581.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.5% |
| 7D | -2.2% | +5.7% | -7.9% | -4.4% |
| 30D | -13.6% | +1.4% | -15.0% | -14.3% |
| 3M | -21.2% | -12.1% | -9.2% | -17.9% |
| 6M | -21.1% | +28.6% | -49.6% | -29.7% |
| YTD | -17.2% | +51.1% | -68.3% | -32.1% |
| 1Y | -30.7% | +55.9% | -86.6% | -44.1% |
| 3Y | -3.4% | +70.1% | -73.5% | -26.5% |
| 5Y | +25.5% | +90.7% | -65.1% | -10.3% |
| 10Y | +714.7% | +154.0% | +560.7% | +390.0% |
| All | +6,920.8% | +3,339.9% | +3,581.0% | +2,247.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling