+423.1%
DXCM vs WCC
+492.1%
-68.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +0.3% |
| 7D | -4.4% | -5.7% | +1.3% | -3.5% |
| 30D | -3.6% | -13.5% | +9.8% | -1.1% |
| 3M | -4.3% | -12.9% | +8.5% | -2.6% |
| 6M | +33.8% | -10.7% | +44.4% | +34.1% |
| YTD | +22.1% | +30.0% | -7.8% | +10.9% |
| 1Y | +47.4% | +24.7% | +22.7% | +35.1% |
| 3Y | -12.3% | +136.6% | -148.8% | -34.3% |
| 5Y | -49.1% | +143.9% | -193.0% | -63.5% |
| 10Y | +423.1% | +465.9% | -42.8% | +180.9% |
| All | +423.1% | +492.1% | -68.9% | +180.9% |
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