+2,894.9%
DXCM vs WCC
+1,279.3%
+1,615.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -3.3% |
| 7D | -3.2% | +4.5% | -7.7% | -4.7% |
| 30D | +6.3% | -5.8% | +12.1% | +8.1% |
| 3M | +21.1% | -3.7% | +24.7% | +20.8% |
| 6M | +20.6% | +23.1% | -2.5% | +9.5% |
| YTD | +32.4% | +44.2% | -11.7% | +13.5% |
| 1Y | +8.8% | +62.1% | -53.3% | -11.2% |
| 3Y | -13.7% | +121.1% | -134.9% | -40.9% |
| 5Y | -35.2% | +214.0% | -249.1% | -62.8% |
| 10Y | +281.8% | +472.8% | -191.0% | +47.0% |
| All | +2,894.9% | +1,279.3% | +1,615.6% | +524.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling