+47.8%
DXCM vs WAT
+27.0%
+20.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +1.2% |
| 7D | -4.4% | +6.0% | -10.4% | -5.4% |
| 30D | -3.6% | +9.9% | -13.5% | -5.7% |
| 3M | -4.3% | +17.2% | -21.5% | -7.8% |
| 6M | +33.8% | +34.2% | -0.5% | +24.1% |
| YTD | +22.1% | +25.5% | -3.4% | +13.1% |
| All | +47.8% | +27.0% | +20.8% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling