+252.9%
DXCM vs WAT
+153.6%
+99.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.3% | -3.2% |
| 7D | -6.2% | -0.7% | -5.5% | -5.9% |
| 30D | -0.3% | -1.0% | +0.7% | +0.1% |
| 3M | +10.3% | +10.9% | -0.6% | +5.4% |
| 6M | +24.1% | +33.2% | -9.0% | +9.5% |
| YTD | +27.4% | +6.1% | +21.3% | +22.1% |
| 1Y | +8.4% | +30.2% | -21.9% | -5.0% |
| 3Y | -19.0% | +52.9% | -71.9% | -37.9% |
| 5Y | -38.6% | -5.1% | -33.5% | -42.5% |
| 10Y | +252.9% | +152.6% | +100.3% | +85.9% |
| All | +252.9% | +153.6% | +99.3% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WAT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling