+4,496.1%
DXCM vs SW
+755.0%
+3,741.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -3.2% | -5.1% | +1.9% | -2.8% |
| 30D | +6.3% | -4.6% | +10.9% | +6.7% |
| 3M | +21.1% | +9.4% | +11.7% | +19.9% |
| 6M | +20.6% | +3.5% | +17.1% | +19.8% |
| YTD | +32.4% | +22.0% | +10.4% | +29.6% |
| 1Y | +8.8% | +2.2% | +6.6% | +7.9% |
| 3Y | -13.7% | +19.6% | -33.3% | -16.2% |
| 5Y | -35.2% | -2.3% | -32.8% | -37.2% |
| 10Y | +281.8% | +181.4% | +100.4% | +228.2% |
| All | +4,496.1% | +755.0% | +3,741.1% | +3,447.4% |
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