+2,605.6%
DXCM vs WAT
+1,198.2%
+1,407.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -6.4% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | -5.8% | +5.0% | -10.8% | -8.2% |
| 3M | -4.3% | +14.5% | -18.8% | -10.5% |
| 6M | +31.6% | +30.9% | +0.6% | +14.9% |
| YTD | +19.6% | +20.5% | -0.8% | +6.8% |
| 1Y | +36.9% | +23.3% | +13.6% | +20.8% |
| 3Y | -16.3% | +81.5% | -97.7% | -42.9% |
| 5Y | -50.0% | +33.4% | -83.4% | -60.9% |
| 10Y | +413.2% | +231.5% | +181.7% | +136.9% |
| All | +2,605.6% | +1,198.2% | +1,407.5% | +709.5% |
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