+252.9%
DXCM vs WEC
+143.0%
+109.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.1% |
| 7D | -6.2% | +0.8% | -7.0% | -6.4% |
| 30D | -0.3% | +0.3% | -0.6% | -0.4% |
| 3M | +10.3% | -2.9% | +13.3% | +11.0% |
| 6M | +24.1% | -5.9% | +30.0% | +25.6% |
| YTD | +27.4% | +4.1% | +23.2% | +25.8% |
| 1Y | +8.4% | +3.1% | +5.2% | +7.1% |
| 3Y | -19.0% | +40.8% | -59.8% | -26.5% |
| 5Y | -38.6% | +31.7% | -70.3% | -43.5% |
| 10Y | +252.9% | +141.1% | +111.8% | +190.5% |
| All | +252.9% | +143.0% | +109.9% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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