-15.3%
DXCM vs WCC
+134.5%
-149.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.7% |
| 7D | +4.9% | +9.9% | -5.0% | +3.2% |
| 30D | -0.2% | -8.4% | +8.3% | +0.8% |
| 3M | -8.9% | -10.3% | +1.4% | -8.1% |
| 6M | +42.3% | -10.5% | +52.8% | +42.4% |
| YTD | +25.6% | +32.2% | -6.6% | +13.1% |
| 1Y | +39.5% | +25.5% | +14.0% | +27.3% |
| 3Y | -15.3% | +134.7% | -150.0% | -39.3% |
| All | -15.3% | +134.5% | -149.7% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling