-4.5%
DXCM vs WETO
-99.4%
+94.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | -0.7% |
| 7D | -6.5% | -38.7% | +32.2% | -5.8% |
| 30D | -4.3% | -51.3% | +47.0% | -7.5% |
| 3M | +7.3% | -97.8% | +105.1% | +2.2% |
| 6M | +22.0% | -94.8% | +116.8% | +14.8% |
| YTD | +26.4% | -97.2% | +123.6% | +18.9% |
| 1Y | +7.0% | -98.9% | +105.9% | -0.3% |
| All | -4.5% | -99.4% | +94.9% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling