+252.9%
DXCM vs WAB
+283.1%
-30.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.0% |
| 7D | -6.2% | +1.7% | -7.9% | -6.7% |
| 30D | -0.3% | -2.4% | +2.2% | +0.5% |
| 3M | +10.3% | +9.7% | +0.7% | +6.3% |
| 6M | +24.1% | +16.5% | +7.6% | +17.0% |
| YTD | +27.4% | +33.7% | -6.4% | +14.6% |
| 1Y | +8.4% | +49.7% | -41.3% | -6.3% |
| 3Y | -19.0% | +170.9% | -189.9% | -42.8% |
| 5Y | -38.6% | +228.0% | -266.6% | -59.1% |
| 10Y | +252.9% | +284.8% | -31.9% | +102.8% |
| All | +252.9% | +283.1% | -30.1% | +102.8% |
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