-1.8%
DECK vs GWRE
+88.7%
-90.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -19.9% | +21.5% | +4.2% |
| 7D | -2.2% | -21.1% | +18.9% | +0.5% |
| 30D | -13.6% | +1.3% | -14.9% | -14.4% |
| 3M | -21.2% | +7.4% | -28.7% | -23.0% |
| 6M | -21.1% | +5.6% | -26.7% | -23.2% |
| YTD | -17.2% | -19.2% | +2.0% | -14.5% |
| 1Y | -30.7% | -25.1% | -5.6% | -27.4% |
| All | -1.8% | +88.7% | -90.5% | -20.5% |
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