-21.0%
DOC vs GWRE
+25.5%
-46.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.3% |
| 7D | +1.0% | -7.3% | +8.3% | +1.9% |
| 30D | +8.1% | -4.0% | +12.1% | +8.5% |
| 3M | +0.9% | -10.5% | +11.4% | +1.5% |
| 6M | +6.3% | +17.7% | -11.5% | +2.6% |
| YTD | +33.8% | -21.3% | +55.1% | +36.2% |
| 1Y | +21.6% | -28.0% | +49.6% | +25.7% |
| 3Y | +53.4% | +73.6% | -20.2% | +26.9% |
| 5Y | -21.0% | +26.1% | -47.1% | -30.5% |
| All | -21.0% | +25.5% | -46.5% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling