-48.1%
DXCM vs WEC
+56.3%
-104.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | +4.9% | +2.3% | +2.6% | +4.4% |
| 30D | -0.2% | +11.1% | -11.2% | -2.5% |
| 3M | -8.9% | +8.4% | -17.4% | -10.6% |
| 6M | +42.3% | +7.5% | +34.8% | +39.8% |
| YTD | +25.6% | +15.3% | +10.2% | +21.0% |
| 1Y | +39.5% | +9.7% | +29.8% | +36.2% |
| 3Y | -15.3% | +64.7% | -79.9% | -28.0% |
| All | -48.1% | +56.3% | -104.4% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling