+252.9%
DXCM vs W
+146.2%
+106.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.4% | -3.9% |
| 7D | -6.2% | +6.5% | -12.7% | -7.2% |
| 30D | -0.3% | -6.2% | +6.0% | +0.6% |
| 3M | +10.3% | +48.9% | -38.6% | +2.0% |
| 6M | +24.1% | +31.2% | -7.1% | +16.2% |
| YTD | +27.4% | -0.4% | +27.8% | +23.8% |
| 1Y | +8.4% | +14.8% | -6.5% | +1.6% |
| 3Y | -19.0% | +40.5% | -59.5% | -32.1% |
| 5Y | -38.6% | -62.1% | +23.5% | -43.6% |
| 10Y | +252.9% | +141.5% | +111.4% | +114.4% |
| All | +252.9% | +146.2% | +106.7% | +114.4% |
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