-3.8%
DXCM vs WETO
-99.4%
+95.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | +0.6% |
| 7D | -5.8% | -19.9% | +14.1% | -5.5% |
| 30D | -5.6% | -42.7% | +37.1% | -9.2% |
| 3M | +13.0% | -97.7% | +110.7% | +7.6% |
| 6M | +24.7% | -94.4% | +119.1% | +17.2% |
| YTD | +27.3% | -97.0% | +124.3% | +19.6% |
| 1Y | +11.2% | -98.9% | +110.1% | +3.5% |
| All | -3.8% | -99.4% | +95.6% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling