+2,662.2%
DXCM vs WEC
+1,180.7%
+1,481.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | -4.4% | +0.2% | -4.6% | -4.3% |
| 30D | -3.6% | +12.9% | -16.5% | -8.6% |
| 3M | -4.3% | +9.8% | -14.1% | -8.4% |
| 6M | +33.8% | +6.7% | +27.0% | +29.3% |
| YTD | +22.1% | +14.0% | +8.2% | +14.4% |
| 1Y | +47.4% | +7.3% | +40.1% | +41.7% |
| 3Y | -12.3% | +63.8% | -76.1% | -31.9% |
| 5Y | -49.1% | +54.8% | -103.9% | -60.2% |
| 10Y | +423.1% | +185.7% | +237.4% | +150.7% |
| All | +2,662.2% | +1,180.7% | +1,481.5% | +259.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling