-38.6%
DXCM vs WCN
+30.9%
-69.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.3% |
| 7D | -6.2% | -0.4% | -5.8% | -6.0% |
| 30D | -0.3% | -2.1% | +1.9% | +0.9% |
| 3M | +10.3% | +6.4% | +3.9% | +6.7% |
| 6M | +24.1% | -3.7% | +27.8% | +26.2% |
| YTD | +27.4% | -6.4% | +33.7% | +31.3% |
| 1Y | +8.4% | -7.9% | +16.3% | +12.8% |
| 3Y | -19.0% | +20.8% | -39.8% | -31.9% |
| 5Y | -38.6% | +29.0% | -67.6% | -53.7% |
| All | -38.6% | +30.9% | -69.5% | -53.7% |
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