-16.2%
DXCM vs WING
-28.1%
+11.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -3.2% | -3.9% | +0.6% | -2.7% |
| 30D | +6.3% | -11.6% | +17.9% | +7.8% |
| 3M | +21.1% | -24.2% | +45.3% | +24.9% |
| 6M | +20.6% | -54.1% | +74.6% | +33.6% |
| YTD | +32.4% | -53.9% | +86.3% | +45.8% |
| 1Y | +8.8% | -64.4% | +73.2% | +24.3% |
| All | -16.2% | -28.1% | +11.9% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling