+47.8%
DXCM vs W
+8.7%
+39.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +1.6% |
| 7D | -4.4% | +3.3% | -7.7% | -4.6% |
| 30D | -3.6% | +10.5% | -14.1% | -4.5% |
| 3M | -4.3% | +9.6% | -14.0% | -5.2% |
| 6M | +33.8% | +76.4% | -42.6% | +24.8% |
| YTD | +22.1% | +16.4% | +5.8% | +17.1% |
| All | +47.8% | +8.7% | +39.1% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling