-12.3%
DXCM vs WCN
+47.6%
-59.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -4.4% | +1.2% | -5.5% | -4.7% |
| 30D | -3.6% | +24.6% | -28.2% | -10.9% |
| 3M | -4.3% | +14.2% | -18.6% | -8.7% |
| 6M | +33.8% | +25.7% | +8.1% | +23.6% |
| YTD | +22.1% | +9.3% | +12.9% | +18.6% |
| 1Y | +47.4% | +15.3% | +32.1% | +39.6% |
| 3Y | -12.3% | +48.6% | -60.8% | -21.2% |
| All | -12.3% | +47.6% | -59.8% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling