+877.2%
DECK vs NWSA
+144.8%
+732.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | +5.8% | -9.4% | +15.1% | +10.3% |
| 30D | +7.9% | -7.8% | +15.6% | +11.6% |
| 3M | -11.4% | -10.8% | -0.6% | -7.1% |
| 6M | -16.6% | +1.1% | -17.6% | -17.9% |
| YTD | -16.4% | +1.8% | -18.2% | -18.3% |
| 1Y | +8.6% | +6.0% | +2.6% | +3.9% |
| 3Y | -15.1% | +24.6% | -39.7% | -25.0% |
| 5Y | +22.9% | +13.1% | +9.7% | +10.8% |
| All | +877.2% | +144.8% | +732.4% | +454.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling