+384.5%
DXCM vs WCC
+431.3%
-46.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.8% |
| 7D | +4.9% | +9.9% | -5.0% | +2.7% |
| 30D | -0.2% | -8.4% | +8.3% | +1.1% |
| 3M | -8.9% | -10.3% | +1.4% | -7.9% |
| 6M | +42.3% | -10.5% | +52.8% | +42.6% |
| YTD | +25.6% | +32.2% | -6.6% | +13.6% |
| 1Y | +39.5% | +25.5% | +14.0% | +27.8% |
| 3Y | -15.3% | +134.7% | -150.0% | -36.4% |
| 5Y | -48.4% | +139.9% | -188.4% | -62.9% |
| All | +384.5% | +431.3% | -46.8% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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