-71.8%
DOCU vs GWRE
+27.5%
-99.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.9% | +0.6% |
| 7D | -5.5% | -0.7% | -4.8% | -5.3% |
| 30D | +12.6% | -1.6% | +14.2% | +13.1% |
| 3M | +36.4% | +0.9% | +35.5% | +28.6% |
| 6M | +66.8% | +23.1% | +43.7% | +34.4% |
| YTD | +13.5% | -19.7% | +33.2% | +22.0% |
| 1Y | +11.3% | -25.0% | +36.3% | +25.5% |
| 3Y | +92.1% | +78.7% | +13.3% | -24.1% |
| All | -71.8% | +27.5% | -99.3% | -69.9% |
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