-43.8%
DXCM vs SW
-0.1%
-43.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.1% | +2.6% | +6.3% |
| 7D | +12.5% | +12.1% | +0.5% | +11.4% |
| 30D | +1.8% | +6.6% | -4.7% | +1.2% |
| 3M | +1.8% | -6.0% | +7.8% | +2.2% |
| 6M | +47.4% | +21.5% | +25.9% | +44.3% |
| YTD | +33.3% | +20.3% | +13.0% | +30.3% |
| 1Y | +44.6% | +28.1% | +16.5% | +40.5% |
| 3Y | -9.2% | +51.6% | -60.8% | -11.6% |
| 5Y | -43.8% | -0.1% | -43.7% | -44.8% |
| All | -43.8% | -0.1% | -43.7% | -44.8% |
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