-76.5%
DOCU vs GWRE
+32.8%
-109.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -19.9% | +23.6% | +16.7% |
| 7D | +6.9% | -21.1% | +28.0% | +21.2% |
| 30D | +19.0% | +1.3% | +17.7% | +13.6% |
| 3M | +34.3% | +7.4% | +26.9% | +21.8% |
| 6M | +48.0% | +5.6% | +42.4% | +33.4% |
| YTD | 0.0% | -19.2% | +19.2% | +8.6% |
| 1Y | -10.3% | -25.1% | +14.9% | +0.7% |
| 3Y | +32.4% | +87.7% | -55.3% | -49.8% |
| All | -76.5% | +32.8% | -109.4% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling