+423.1%
DXCM vs W
+268.4%
+154.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +1.4% |
| 7D | -4.4% | +3.3% | -7.7% | -4.8% |
| 30D | -3.6% | +10.5% | -14.1% | -5.1% |
| 3M | -4.3% | +9.6% | -14.0% | -6.0% |
| 6M | +33.8% | +76.4% | -42.6% | +20.0% |
| YTD | +22.1% | +16.4% | +5.8% | +15.8% |
| 1Y | +47.4% | +9.3% | +38.1% | +40.6% |
| 3Y | -12.3% | +172.8% | -185.1% | -33.8% |
| 5Y | -49.1% | -53.4% | +4.3% | -54.7% |
| 10Y | +423.1% | +243.6% | +179.5% | +222.3% |
| All | +423.1% | +268.4% | +154.7% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling