+95.5%
DOCU vs GWRE
+82.9%
+12.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +2.1% |
| 7D | -3.4% | -3.5% | +0.1% | -1.4% |
| 30D | +9.3% | -7.1% | +16.3% | +13.9% |
| 3M | +30.2% | -10.1% | +40.3% | +33.0% |
| 6M | +62.1% | +12.3% | +49.8% | +39.2% |
| YTD | +13.5% | -22.7% | +36.2% | +24.5% |
| 1Y | +11.5% | -28.6% | +40.1% | +29.1% |
| 3Y | +89.5% | +70.7% | +18.8% | -7.5% |
| 5Y | -69.6% | +24.4% | -94.0% | -80.3% |
| All | +95.5% | +82.9% | +12.5% | -10.6% |
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