+8.4%
DXCM vs WAB
+47.5%
-39.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.9% |
| 7D | -6.2% | +1.7% | -7.9% | -6.5% |
| 30D | -0.3% | -2.4% | +2.2% | +0.1% |
| 3M | +10.3% | +9.7% | +0.7% | +7.1% |
| 6M | +24.1% | +16.5% | +7.6% | +17.2% |
| YTD | +27.4% | +33.7% | -6.4% | +15.9% |
| 1Y | +8.4% | +49.7% | -41.3% | -7.4% |
| All | +8.4% | +47.5% | -39.2% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling