-36.3%
DXCM vs WEC
+31.0%
-67.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -3.2% | -0.3% | -3.0% | -3.2% |
| 30D | +6.3% | -1.3% | +7.6% | +6.6% |
| 3M | +21.1% | -3.9% | +25.0% | +22.1% |
| 6M | +20.6% | -8.3% | +28.9% | +22.9% |
| YTD | +32.4% | +3.1% | +29.4% | +31.0% |
| 1Y | +8.8% | +1.9% | +6.9% | +7.7% |
| 3Y | -13.7% | +41.9% | -55.7% | -23.4% |
| All | -36.3% | +31.0% | -67.2% | -41.3% |
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