+72.2%
DOCU vs GWRE
+91.1%
-18.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -19.9% | +23.6% | +17.0% |
| 7D | +6.9% | -21.1% | +28.0% | +21.5% |
| 30D | +19.0% | +1.3% | +17.7% | +13.8% |
| 3M | +34.3% | +7.4% | +26.9% | +21.7% |
| 6M | +48.0% | +5.6% | +42.4% | +33.3% |
| YTD | 0.0% | -19.2% | +19.2% | +8.3% |
| 1Y | -10.3% | -25.1% | +14.9% | +0.4% |
| 3Y | +32.4% | +87.7% | -55.3% | -40.1% |
| 5Y | -77.9% | +32.0% | -110.0% | -86.1% |
| All | +72.2% | +91.1% | -18.9% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling