+260.9%
DXCM vs WCN
+235.4%
+25.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.1% |
| 7D | -6.5% | -1.7% | -4.7% | -5.5% |
| 30D | -4.3% | -3.0% | -1.3% | -2.5% |
| 3M | +7.3% | +2.5% | +4.7% | +5.5% |
| 6M | +22.0% | -5.7% | +27.7% | +25.5% |
| YTD | +26.4% | -7.4% | +33.8% | +31.1% |
| 1Y | +7.0% | -8.6% | +15.6% | +11.8% |
| 3Y | -19.6% | +19.4% | -39.0% | -31.4% |
| 5Y | -39.3% | +27.2% | -66.5% | -50.9% |
| 10Y | +260.9% | +238.5% | +22.4% | +58.9% |
| All | +260.9% | +235.4% | +25.5% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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