-14.9%
DECK vs GWRE
+73.3%
-88.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.2% |
| 7D | +6.8% | -3.5% | +10.2% | +7.3% |
| 30D | +8.3% | -7.1% | +15.4% | +9.3% |
| 3M | -7.9% | -10.1% | +2.2% | -7.4% |
| 6M | -10.6% | +12.3% | -22.9% | -13.5% |
| YTD | -13.4% | -22.7% | +9.3% | -10.1% |
| 1Y | +12.5% | -28.6% | +41.1% | +19.1% |
| 3Y | -14.9% | +70.7% | -85.5% | -30.3% |
| All | -14.9% | +73.3% | -88.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling