-16.6%
DECK vs GWRE
+17.5%
-34.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.7% |
| 7D | +5.8% | -0.7% | +6.5% | +5.9% |
| 30D | +7.9% | -1.6% | +9.4% | +7.9% |
| 3M | -11.4% | +0.9% | -12.3% | -13.0% |
| 6M | -16.6% | +23.1% | -39.7% | -19.5% |
| All | -16.6% | +17.5% | -34.1% | -19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling