+384.5%
DXCM vs NWSA
+148.1%
+236.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.5% |
| 7D | +4.9% | +2.2% | +2.7% | +4.2% |
| 30D | -0.2% | -8.8% | +8.6% | +2.8% |
| 3M | -8.9% | -6.5% | -2.4% | -7.0% |
| 6M | +42.3% | +1.5% | +40.8% | +40.7% |
| YTD | +25.6% | +4.0% | +21.5% | +22.7% |
| 1Y | +39.5% | +3.4% | +36.1% | +36.5% |
| 3Y | -15.3% | +34.8% | -50.1% | -25.3% |
| 5Y | -48.4% | +18.4% | -66.8% | -53.9% |
| All | +384.5% | +148.1% | +236.4% | +222.2% |
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