+384.5%
DXCM vs WM
+330.8%
+53.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +4.9% | +3.2% | +1.7% | +3.4% |
| 30D | -0.2% | +13.0% | -13.2% | -5.8% |
| 3M | -8.9% | +9.2% | -18.1% | -12.8% |
| 6M | +42.3% | +13.6% | +28.6% | +33.5% |
| YTD | +25.6% | +12.4% | +13.2% | +17.7% |
| 1Y | +39.5% | +21.2% | +18.3% | +25.8% |
| 3Y | -15.3% | +48.7% | -64.0% | -32.0% |
| 5Y | -48.4% | +61.9% | -110.3% | -60.9% |
| All | +384.5% | +330.8% | +53.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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