-12.4%
DXCM vs SW
+19.6%
-32.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -3.2% | -5.1% | +1.9% | -2.4% |
| 30D | +6.3% | -4.6% | +10.9% | +7.1% |
| 3M | +21.1% | +9.4% | +11.7% | +18.7% |
| 6M | +20.6% | +3.5% | +17.1% | +19.0% |
| YTD | +32.4% | +22.0% | +10.4% | +26.2% |
| 1Y | +8.8% | +2.2% | +6.6% | +7.0% |
| All | -12.4% | +19.6% | -32.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling