-50.1%
DXCM vs WEC
+51.2%
-101.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -5.5% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -5.8% | +12.3% | -18.1% | -8.1% |
| 3M | -4.3% | +8.3% | -12.6% | -6.0% |
| 6M | +31.6% | +3.5% | +28.1% | +30.5% |
| YTD | +19.6% | +12.7% | +6.9% | +16.1% |
| 1Y | +36.9% | +8.2% | +28.7% | +34.1% |
| 3Y | -16.3% | +55.9% | -72.1% | -27.3% |
| All | -50.1% | +51.2% | -101.4% | -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