-17.2%
DXCM vs WING
-23.4%
+6.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.8% |
| 7D | -3.6% | -3.9% | +0.3% | -3.2% |
| 30D | -4.3% | +26.6% | -31.0% | -6.9% |
| 3M | -10.4% | +42.5% | -52.9% | -14.3% |
| 6M | +33.1% | +29.4% | +3.7% | +27.8% |
| YTD | +22.6% | -32.8% | +55.4% | +27.3% |
| 1Y | +36.5% | -33.5% | +70.0% | +41.6% |
| All | -17.2% | -23.4% | +6.1% | -35.3% |
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