+411.2%
DXCM vs WCN
+300.6%
+110.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.8% |
| 7D | -3.7% | +2.6% | -6.3% | -5.0% |
| 30D | -5.0% | +25.3% | -30.3% | -17.3% |
| 3M | -8.8% | +15.2% | -24.0% | -16.6% |
| 6M | +31.9% | +26.4% | +5.4% | +13.7% |
| YTD | +20.4% | +9.9% | +10.5% | +12.2% |
| 1Y | +45.7% | +16.2% | +29.6% | +30.8% |
| 3Y | -15.0% | +49.4% | -64.4% | -37.0% |
| 5Y | -48.5% | +46.2% | -94.6% | -61.8% |
| 10Y | +411.2% | +305.7% | +105.5% | +109.9% |
| All | +411.2% | +300.6% | +110.7% | +109.9% |
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