+7.2%
DECK vs NWSA
+3.5%
+3.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.4% | +11.8% | +3.6% |
| 7D | +6.0% | -10.1% | +16.1% | +9.8% |
| 30D | +7.4% | -7.3% | +14.7% | +9.9% |
| 3M | -11.7% | -8.6% | -3.1% | -9.3% |
| 6M | -11.0% | +4.4% | -15.4% | -13.4% |
| YTD | -15.4% | +2.1% | -17.5% | -14.4% |
| 1Y | +7.2% | +4.1% | +3.2% | +7.0% |
| All | +7.2% | +3.5% | +3.7% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling