+95.7%
DOCU vs GWRE
+89.2%
+6.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | -4.8% | -1.0% | -3.8% | -4.4% |
| 30D | +9.4% | -3.9% | +13.3% | +11.5% |
| 3M | +29.0% | -5.7% | +34.7% | +27.6% |
| 6M | +62.3% | +16.2% | +46.1% | +36.4% |
| YTD | +13.7% | -20.0% | +33.7% | +22.0% |
| 1Y | +11.5% | -26.2% | +37.8% | +26.5% |
| 3Y | +94.2% | +79.5% | +14.7% | -8.6% |
| 5Y | -71.7% | +25.8% | -97.6% | -81.8% |
| All | +95.7% | +89.2% | +6.5% | -12.4% |
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 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