-30.7%
DECK vs GWRE
-25.4%
-5.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -19.9% | +21.5% | +1.5% |
| 7D | -2.2% | -21.1% | +18.9% | -2.2% |
| 30D | -13.6% | +1.3% | -14.9% | -13.6% |
| 3M | -21.2% | +7.4% | -28.7% | -22.0% |
| 6M | -21.1% | +5.6% | -26.7% | -21.7% |
| YTD | -17.2% | -19.2% | +2.0% | -18.7% |
| 1Y | -30.7% | -25.1% | -5.6% | -30.3% |
| All | -30.7% | -25.4% | -5.3% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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