+96.4%
DOCU vs GWRE
+74.3%
+22.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +4.1% | -2.0% | +6.0% | +4.9% |
| 30D | +7.4% | -4.1% | +11.4% | +8.9% |
| 3M | +26.0% | -13.4% | +39.4% | +29.9% |
| 6M | +79.2% | +26.0% | +53.2% | +58.6% |
| YTD | +18.1% | -21.3% | +39.4% | +20.5% |
| 1Y | +20.5% | -27.5% | +48.0% | +25.8% |
| 3Y | +96.4% | +72.7% | +23.7% | +51.8% |
| All | +96.4% | +74.3% | +22.1% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling