-15.3%
DXCM vs WAB
+168.8%
-184.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +4.9% | +5.1% | -0.1% | +3.2% |
| 30D | -0.2% | +4.0% | -4.2% | -1.5% |
| 3M | -8.9% | +0.1% | -9.0% | -9.1% |
| 6M | +42.3% | +12.8% | +29.5% | +34.7% |
| YTD | +25.6% | +40.1% | -14.5% | +8.4% |
| 1Y | +39.5% | +46.4% | -6.8% | +18.2% |
| 3Y | -15.3% | +167.4% | -182.6% | -47.1% |
| All | -15.3% | +168.8% | -184.1% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling