+63.8%
DOCU vs GWRE
+76.2%
-12.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.8% | +3.0% | +0.4% |
| 7D | +0.7% | -25.6% | +26.2% | +18.8% |
| 30D | +8.0% | -12.2% | +20.2% | +13.7% |
| 3M | +41.0% | +17.7% | +23.3% | +19.7% |
| 6M | +33.7% | -11.3% | +45.0% | +35.9% |
| YTD | -4.9% | -25.5% | +20.7% | +8.7% |
| 1Y | -20.4% | -42.8% | +22.5% | +9.5% |
| 3Y | +29.6% | +59.0% | -29.4% | -32.2% |
| 5Y | -76.9% | +21.6% | -98.5% | -84.6% |
| All | +63.8% | +76.2% | -12.3% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling