+681.4%
DXCM vs W
+210.4%
+471.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.5% | -5.8% |
| 7D | -3.5% | -3.6% | +0.1% | -3.0% |
| 30D | -5.8% | +7.0% | -12.8% | -6.8% |
| 3M | -4.3% | +7.4% | -11.7% | -5.7% |
| 6M | +31.6% | +69.3% | -37.7% | +19.0% |
| YTD | +19.6% | +11.3% | +8.4% | +14.3% |
| 1Y | +36.9% | +13.2% | +23.7% | +29.8% |
| 3Y | -16.3% | +142.0% | -158.3% | -35.1% |
| 5Y | -50.0% | -54.6% | +4.6% | -55.2% |
| 10Y | +413.2% | +243.7% | +169.4% | +200.8% |
| All | +681.4% | +210.4% | +471.0% | +356.2% |
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 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