+13.3%
DECK vs GWRE
-26.6%
+39.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.6% | +4.3% |
| 7D | +6.4% | -1.0% | +7.4% | +6.4% |
| 30D | +9.1% | -3.9% | +13.0% | +9.2% |
| 3M | -7.2% | -5.7% | -1.5% | -7.4% |
| 6M | -9.9% | +16.2% | -26.1% | -9.5% |
| YTD | -12.8% | -20.0% | +7.2% | -18.3% |
| All | +13.3% | -26.6% | +39.9% | +8.7% |
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