-49.1%
DXCM vs WCN
+46.3%
-95.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.8% |
| 7D | -4.4% | +1.2% | -5.5% | -4.8% |
| 30D | -3.6% | +24.6% | -28.2% | -14.1% |
| 3M | -4.3% | +14.2% | -18.6% | -10.8% |
| 6M | +33.8% | +25.7% | +8.1% | +18.5% |
| YTD | +22.1% | +9.3% | +12.9% | +16.0% |
| 1Y | +47.4% | +15.3% | +32.1% | +35.3% |
| 3Y | -12.3% | +48.6% | -60.8% | -34.0% |
| 5Y | -49.1% | +46.9% | -96.0% | -64.8% |
| All | -49.1% | +46.3% | -95.4% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling