+2,637.6%
DXCM vs WAT
+1,235.9%
+1,401.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -9.2% | +0.7% | -9.9% | -9.5% |
| 30D | -6.5% | +9.0% | -15.5% | -10.4% |
| 3M | -10.3% | +13.5% | -23.7% | -15.8% |
| 6M | +35.4% | +35.3% | +0.1% | +16.5% |
| YTD | +21.1% | +24.0% | -2.9% | +6.7% |
| 1Y | +38.2% | +22.0% | +16.3% | +22.6% |
| 3Y | -14.6% | +84.0% | -98.6% | -42.0% |
| 5Y | -49.6% | +34.4% | -83.9% | -60.6% |
| 10Y | +393.1% | +231.4% | +161.7% | +128.1% |
| All | +2,637.6% | +1,235.9% | +1,401.8% | +708.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling