+2,894.9%
DXCM vs WEC
+1,058.1%
+1,836.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -3.2% | -0.3% | -3.0% | -3.1% |
| 30D | +6.3% | -1.3% | +7.6% | +6.8% |
| 3M | +21.1% | -3.9% | +25.0% | +23.0% |
| 6M | +20.6% | -8.3% | +28.9% | +24.7% |
| YTD | +32.4% | +3.1% | +29.4% | +29.8% |
| 1Y | +8.8% | +1.9% | +6.9% | +6.8% |
| 3Y | -13.7% | +41.9% | -55.7% | -28.8% |
| 5Y | -35.2% | +30.8% | -66.0% | -45.2% |
| 10Y | +281.8% | +141.9% | +139.9% | +100.6% |
| All | +2,894.9% | +1,058.1% | +1,836.8% | +307.4% |
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