+8.6%
DECK vs GWRE
-26.4%
+35.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -1.1% |
| 7D | +5.8% | -0.7% | +6.5% | +5.8% |
| 30D | +7.9% | -1.6% | +9.4% | +7.9% |
| 3M | -11.4% | +0.9% | -12.3% | -11.5% |
| 6M | -16.6% | +23.1% | -39.7% | -15.4% |
| YTD | -16.4% | -19.7% | +3.3% | -21.3% |
| 1Y | +8.6% | -25.0% | +33.7% | +4.7% |
| All | +8.6% | -26.4% | +35.0% | +4.7% |
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