-8.7%
DECK vs NWSA
+17.0%
-25.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.7% | +2.2% | +3.9% |
| 7D | +10.4% | +4.3% | +6.1% | +7.9% |
| 30D | +11.1% | +5.6% | +5.5% | +8.0% |
| 3M | -10.8% | +7.3% | -18.0% | -14.5% |
| 6M | -8.7% | +18.8% | -27.6% | -16.8% |
| All | -8.7% | +17.0% | -25.8% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling