+423.1%
DXCM vs WAT
+232.2%
+190.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +0.5% |
| 7D | -4.4% | +6.0% | -10.4% | -6.5% |
| 30D | -3.6% | +9.9% | -13.5% | -7.3% |
| 3M | -4.3% | +17.2% | -21.5% | -10.4% |
| 6M | +33.8% | +34.2% | -0.5% | +18.1% |
| YTD | +22.1% | +25.5% | -3.4% | +9.4% |
| 1Y | +47.4% | +28.3% | +19.1% | +30.7% |
| 3Y | -12.3% | +88.4% | -100.6% | -38.4% |
| 5Y | -49.1% | +36.1% | -85.2% | -59.0% |
| 10Y | +423.1% | +234.8% | +188.3% | +128.6% |
| All | +423.1% | +232.2% | +190.9% | +128.6% |
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