+384.5%
DXCM vs WCN
+322.1%
+62.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.9% | +2.6% | +2.3% | +3.4% |
| 30D | -0.2% | +23.9% | -24.1% | -12.6% |
| 3M | -8.9% | +17.4% | -26.3% | -17.7% |
| 6M | +42.3% | +28.0% | +14.3% | +21.7% |
| YTD | +25.6% | +11.6% | +14.0% | +15.9% |
| 1Y | +39.5% | +16.9% | +22.7% | +24.7% |
| 3Y | -15.3% | +51.6% | -66.9% | -37.9% |
| 5Y | -48.4% | +48.0% | -96.4% | -62.1% |
| All | +384.5% | +322.1% | +62.5% | +73.0% |
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