+87.1%
DOCN vs GWRE
+22.2%
+64.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -7.8% | +20.5% | +16.6% |
| 7D | +16.3% | -25.6% | +41.9% | +32.1% |
| 30D | +2.0% | -12.2% | +14.3% | +4.7% |
| 3M | -25.2% | +17.7% | -42.9% | -39.6% |
| 6M | +132.7% | -11.3% | +144.0% | +119.4% |
| YTD | +163.3% | -25.5% | +188.8% | +179.4% |
| 1Y | +280.3% | -42.8% | +323.2% | +399.2% |
| 3Y | +371.8% | +59.0% | +312.8% | +86.0% |
| 5Y | +87.1% | +21.6% | +65.5% | +39.9% |
| All | +87.1% | +22.2% | +64.9% | +39.9% |
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