+700.9%
DXCM vs W
+209.7%
+491.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.7% |
| 7D | -3.6% | -1.7% | -2.0% | -3.4% |
| 30D | -4.3% | +3.2% | -7.5% | -4.8% |
| 3M | -10.4% | +8.3% | -18.7% | -11.7% |
| 6M | +33.1% | +84.3% | -51.2% | +18.9% |
| YTD | +22.6% | +11.0% | +11.6% | +17.1% |
| 1Y | +36.5% | -0.2% | +36.8% | +32.3% |
| 3Y | -13.5% | +157.9% | -171.4% | -33.6% |
| 5Y | -49.6% | -56.8% | +7.1% | -54.6% |
| 10Y | +399.5% | +212.2% | +187.3% | +196.7% |
| All | +700.9% | +209.7% | +491.2% | +367.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling