+741.1%
DECK vs NWSA
+138.3%
+602.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.4% |
| 7D | -2.2% | -1.9% | -0.3% | -1.3% |
| 30D | -13.6% | +4.6% | -18.2% | -15.6% |
| 3M | -21.2% | +13.2% | -34.5% | -26.0% |
| 6M | -21.1% | +27.0% | -48.1% | -30.1% |
| YTD | -17.2% | +16.8% | -34.1% | -23.9% |
| 1Y | -30.7% | +4.5% | -35.3% | -33.0% |
| 3Y | -3.4% | +46.2% | -49.6% | -20.7% |
| 5Y | +25.5% | +40.9% | -15.4% | +2.7% |
| All | +741.1% | +138.3% | +602.9% | +369.7% |
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