+2,894.9%
DXCM vs WAB
+2,910.3%
-15.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -3.2% | -3.2% | 0.0% | -1.8% |
| 30D | +6.3% | -4.4% | +10.8% | +8.4% |
| 3M | +21.1% | +7.9% | +13.2% | +15.9% |
| 6M | +20.6% | +8.7% | +11.9% | +14.6% |
| YTD | +32.4% | +33.0% | -0.5% | +14.8% |
| 1Y | +8.8% | +46.7% | -37.8% | -10.0% |
| 3Y | -13.7% | +153.0% | -166.7% | -45.4% |
| 5Y | -35.2% | +222.3% | -257.5% | -63.4% |
| 10Y | +281.8% | +291.0% | -9.2% | +69.7% |
| All | +2,894.9% | +2,910.3% | -15.4% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling