+26.3%
DECK vs NWSA
+23.4%
+2.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.7% | +2.2% | +3.8% |
| 7D | +10.4% | +4.3% | +6.1% | +7.8% |
| 30D | +11.1% | +5.6% | +5.5% | +7.8% |
| 3M | -10.8% | +7.3% | -18.0% | -14.6% |
| 6M | -8.7% | +18.8% | -27.6% | -17.8% |
| YTD | -14.0% | +17.9% | -31.9% | -22.6% |
| 1Y | +12.0% | +19.3% | -7.3% | 0.0% |
| 3Y | -10.5% | +42.5% | -52.9% | -28.4% |
| All | +26.3% | +23.4% | +2.8% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling