+260.9%
DXCM vs NWSA
+144.0%
+116.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -6.5% | -3.1% | -3.4% | -5.5% |
| 30D | -4.3% | +4.3% | -8.6% | -5.6% |
| 3M | +7.3% | +9.2% | -1.9% | +3.9% |
| 6M | +22.0% | +21.6% | +0.5% | +13.7% |
| YTD | +26.4% | +14.2% | +12.2% | +19.9% |
| 1Y | +7.0% | +1.8% | +5.2% | +5.2% |
| 3Y | -19.6% | +44.4% | -64.1% | -30.7% |
| 5Y | -39.3% | +41.0% | -80.2% | -48.4% |
| 10Y | +260.9% | +150.0% | +110.9% | +133.6% |
| All | +260.9% | +144.0% | +116.9% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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