+31.6%
DXCM vs W
+67.4%
-35.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.5% | -5.8% |
| 7D | -3.5% | -3.6% | +0.1% | -3.2% |
| 30D | -5.8% | +7.0% | -12.8% | -6.1% |
| 3M | -4.3% | +7.4% | -11.7% | -4.7% |
| 6M | +31.6% | +69.3% | -37.7% | +26.2% |
| All | +31.6% | +67.4% | -35.8% | +26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling