+17.5%
DOC vs GWRE
+918.6%
-901.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +2.3% |
| 7D | +8.7% | +2.2% | +6.5% | +8.4% |
| 30D | +7.6% | +4.5% | +3.1% | +6.9% |
| 3M | -5.3% | +6.4% | -11.7% | -6.9% |
| 6M | +27.6% | +18.8% | +8.8% | +21.9% |
| YTD | +32.4% | -15.1% | +47.5% | +32.4% |
| 1Y | +22.9% | -23.4% | +46.3% | +24.8% |
| 3Y | +43.1% | +86.6% | -43.5% | +21.6% |
| 5Y | -21.4% | +37.8% | -59.1% | -31.3% |
| 10Y | +16.8% | +200.2% | -183.4% | -8.4% |
| All | +17.5% | +918.6% | -901.1% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling