+423.1%
DXCM vs WAB
+305.5%
+117.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.1% | +0.5% |
| 7D | -4.4% | +4.0% | -8.3% | -5.6% |
| 30D | -3.6% | +4.5% | -8.1% | -5.1% |
| 3M | -4.3% | +2.3% | -6.6% | -5.3% |
| 6M | +33.8% | +12.5% | +21.3% | +27.5% |
| YTD | +22.1% | +40.2% | -18.0% | +8.1% |
| 1Y | +47.4% | +45.2% | +2.2% | +28.8% |
| 3Y | -12.3% | +171.8% | -184.1% | -37.9% |
| 5Y | -49.1% | +217.6% | -266.7% | -65.9% |
| 10Y | +423.1% | +285.3% | +137.8% | +212.1% |
| All | +423.1% | +305.5% | +117.7% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling