+8.4%
DXCM vs WEC
+3.0%
+5.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -3.7% |
| 7D | -6.2% | +0.8% | -7.0% | -6.1% |
| 30D | -0.3% | +0.3% | -0.6% | -0.2% |
| 3M | +10.3% | -2.9% | +13.3% | +10.7% |
| 6M | +24.1% | -5.9% | +30.0% | +24.4% |
| YTD | +27.4% | +4.1% | +23.2% | +32.6% |
| 1Y | +8.4% | +3.1% | +5.2% | +16.2% |
| All | +8.4% | +3.0% | +5.4% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling