+257.0%
DXCM vs FWONK
+340.2%
-83.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -8.6% | -7.7% | -0.8% | -6.2% |
| 3M | +10.3% | +5.7% | +4.6% | +8.1% |
| 6M | +25.2% | +13.5% | +11.8% | +19.7% |
| YTD | +25.1% | -3.0% | +28.1% | +25.4% |
| 1Y | +9.2% | -6.4% | +15.7% | +10.4% |
| 3Y | -22.6% | +43.8% | -66.4% | -34.1% |
| 5Y | -39.5% | +98.6% | -138.1% | -53.9% |
| All | +257.0% | +340.2% | -83.2% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling