-46.8%
DXCM vs SW
-1.6%
-45.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.4% |
| 7D | +5.7% | +4.7% | +1.0% | +5.3% |
| 30D | +1.3% | +5.0% | -3.7% | +0.8% |
| 3M | +2.2% | -7.3% | +9.5% | +2.8% |
| 6M | +42.0% | +15.0% | +27.0% | +39.7% |
| YTD | +27.3% | +18.5% | +8.7% | +24.5% |
| 1Y | +42.5% | +27.1% | +15.3% | +38.5% |
| 3Y | -13.3% | +49.3% | -62.7% | -15.5% |
| 5Y | -46.8% | -1.6% | -45.2% | -47.7% |
| All | -46.8% | -1.6% | -45.2% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling