-15.3%
DXCM vs WEC
+62.9%
-78.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +4.9% | +1.5% | +3.4% | +4.8% |
| 30D | -0.2% | +10.2% | -10.3% | -0.9% |
| 3M | -8.9% | +7.6% | -16.5% | -9.4% |
| 6M | +42.3% | +6.6% | +35.6% | +41.7% |
| YTD | +25.6% | +14.4% | +11.2% | +23.9% |
| 1Y | +39.5% | +8.8% | +30.7% | +38.7% |
| 3Y | -15.3% | +63.3% | -78.6% | -23.7% |
| All | -15.3% | +62.9% | -78.2% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling