+267.0%
DXCM vs WING
+340.7%
-73.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -3.2% | -3.9% | +0.6% | -2.3% |
| 30D | +6.3% | -11.6% | +17.9% | +9.2% |
| 3M | +21.1% | -24.2% | +45.3% | +28.2% |
| 6M | +20.6% | -54.1% | +74.6% | +45.1% |
| YTD | +32.4% | -53.9% | +86.3% | +57.0% |
| 1Y | +8.8% | -64.4% | +73.2% | +37.5% |
| 3Y | -13.7% | -30.2% | +16.5% | -20.3% |
| 5Y | -35.2% | -34.1% | -1.1% | -43.3% |
| All | +267.0% | +340.7% | -73.7% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling