+373.3%
DXCM vs WAT
+223.8%
+149.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | -3.6% | +2.0% | -5.6% | -4.4% |
| 30D | -4.3% | +7.7% | -12.0% | -7.3% |
| 3M | -10.4% | +11.1% | -21.4% | -14.4% |
| 6M | +33.1% | +31.2% | +1.9% | +18.5% |
| YTD | +22.6% | +21.7% | +0.9% | +11.0% |
| 1Y | +36.5% | +19.3% | +17.2% | +24.5% |
| 3Y | -13.5% | +80.6% | -94.1% | -38.3% |
| 5Y | -49.6% | +29.5% | -79.2% | -58.7% |
| All | +373.3% | +223.8% | +149.5% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling