+8.4%
DXCM vs WING
-64.3%
+72.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.1% | -3.9% |
| 7D | -6.2% | -0.1% | -6.1% | -6.2% |
| 30D | -0.3% | -6.0% | +5.8% | +0.2% |
| 3M | +10.3% | -23.5% | +33.8% | +12.7% |
| 6M | +24.1% | -52.0% | +76.1% | +33.1% |
| YTD | +27.4% | -53.8% | +81.2% | +37.5% |
| 1Y | +8.4% | -63.8% | +72.2% | +14.2% |
| All | +8.4% | -64.3% | +72.7% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling