+423.1%
DXCM vs WING
+742.9%
-319.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.4% | -6.3% | -0.1% |
| 7D | -4.4% | +8.6% | -12.9% | -6.4% |
| 30D | -3.6% | +44.8% | -48.4% | -12.7% |
| 3M | -4.3% | +51.9% | -56.3% | -15.5% |
| 6M | +33.8% | +37.2% | -3.5% | +19.6% |
| YTD | +22.1% | -25.3% | +47.4% | +26.6% |
| 1Y | +47.4% | -25.1% | +72.5% | +51.9% |
| 3Y | -12.3% | -12.9% | +0.7% | -22.5% |
| 5Y | -49.1% | +12.0% | -61.1% | -61.7% |
| 10Y | +423.1% | +716.5% | -293.4% | +110.1% |
| All | +423.1% | +742.9% | -319.8% | +110.1% |
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