+404.2%
DXCM vs WING
+679.4%
-275.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.6% |
| 7D | -3.5% | +9.0% | -12.5% | -5.6% |
| 30D | -5.8% | +39.9% | -45.7% | -13.8% |
| 3M | -4.3% | +40.4% | -44.8% | -13.7% |
| 6M | +31.6% | +12.9% | +18.7% | +24.0% |
| YTD | +19.6% | -31.1% | +50.7% | +26.8% |
| 1Y | +36.9% | -32.7% | +69.6% | +45.3% |
| 3Y | -16.3% | -19.8% | +3.5% | -24.4% |
| 5Y | -50.0% | +4.0% | -54.0% | -61.6% |
| All | +404.2% | +679.4% | -275.2% | +101.7% |
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