-50.1%
DXCM vs WAT
+32.4%
-82.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -6.3% |
| 7D | -3.5% | -1.1% | -2.4% | -3.2% |
| 30D | -5.8% | +5.0% | -10.8% | -7.6% |
| 3M | -4.3% | +14.5% | -18.8% | -9.1% |
| 6M | +31.6% | +30.9% | +0.6% | +18.5% |
| YTD | +19.6% | +20.5% | -0.8% | +9.8% |
| 1Y | +36.9% | +23.3% | +13.6% | +24.5% |
| 3Y | -16.3% | +81.5% | -97.7% | -40.8% |
| All | -50.1% | +32.4% | -82.5% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling