-47.3%
DOCS vs GWRE
-24.5%
-22.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.9% | +0.4% | +3.8% |
| 7D | +1.2% | +2.2% | -1.0% | +0.3% |
| 30D | +21.3% | +4.5% | +16.8% | +18.6% |
| 3M | +58.4% | +6.4% | +52.0% | +50.9% |
| 6M | +39.3% | +18.8% | +20.5% | +24.1% |
| YTD | -21.7% | -15.1% | -6.6% | -27.9% |
| 1Y | -47.3% | -23.4% | -23.9% | -49.4% |
| All | -47.3% | -24.5% | -22.8% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling