+764.9%
DXCM vs W
+176.2%
+588.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.4% |
| 7D | -3.2% | -4.2% | +1.0% | -2.6% |
| 30D | +6.3% | -7.6% | +13.9% | +7.4% |
| 3M | +21.1% | +37.2% | -16.1% | +13.6% |
| 6M | +20.6% | +26.3% | -5.7% | +13.8% |
| YTD | +32.4% | -1.0% | +33.4% | +28.9% |
| 1Y | +8.8% | +20.1% | -11.2% | +1.4% |
| 3Y | -13.7% | +37.8% | -51.5% | -27.0% |
| 5Y | -35.2% | -63.7% | +28.5% | -40.0% |
| 10Y | +281.8% | +156.3% | +125.5% | +133.5% |
| All | +764.9% | +176.2% | +588.8% | +414.7% |
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