-19.2%
DOCU vs GWRE
-45.7%
+26.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | +1.5% |
| 7D | -1.4% | -26.2% | +24.8% | +11.9% |
| 30D | +8.1% | -17.8% | +25.8% | +14.9% |
| 3M | +43.0% | +14.2% | +28.8% | +25.4% |
| 6M | +32.4% | -12.9% | +45.3% | +34.2% |
| YTD | -5.8% | -29.2% | +23.5% | +7.0% |
| 1Y | -19.2% | -44.4% | +25.2% | +9.2% |
| All | -19.2% | -45.7% | +26.5% | +9.2% |
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