+4,526.4%
DXCM vs SW
+743.1%
+3,783.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.1% | +2.6% | +6.3% |
| 7D | +12.5% | +12.1% | +0.5% | +11.5% |
| 30D | +1.8% | +6.6% | -4.7% | +1.3% |
| 3M | +1.8% | -6.0% | +7.8% | +2.2% |
| 6M | +47.4% | +21.5% | +25.9% | +44.5% |
| YTD | +33.3% | +20.3% | +13.0% | +30.5% |
| 1Y | +44.6% | +28.1% | +16.5% | +40.8% |
| 3Y | -9.2% | +51.6% | -60.8% | -13.2% |
| 5Y | -43.8% | -0.1% | -43.7% | -45.6% |
| 10Y | +471.8% | +189.7% | +282.0% | +390.7% |
| All | +4,526.4% | +743.1% | +3,783.3% | +3,473.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling