+7,190.8%
DECK vs BWA
+2,466.9%
+4,723.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.5% | +8.5% | +7.0% |
| 7D | +10.4% | -9.9% | +20.3% | +14.8% |
| 30D | +11.1% | -16.4% | +27.5% | +18.9% |
| 3M | -10.8% | -19.8% | +9.1% | -3.4% |
| 6M | -8.7% | -10.0% | +1.2% | -6.6% |
| YTD | -14.0% | +12.7% | -26.8% | -21.1% |
| 1Y | +12.0% | +15.7% | -3.6% | +1.6% |
| 3Y | -10.5% | +57.1% | -67.6% | -29.4% |
| 5Y | +28.5% | +31.8% | -3.3% | +6.2% |
| 10Y | +923.3% | +95.1% | +828.1% | +581.3% |
| All | +7,190.8% | +2,466.9% | +4,723.9% | +2,627.8% |
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