+272.9%
DXCM vs WM
+306.5%
-33.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | +6.3% | -2.4% | +8.7% | +7.5% |
| 3M | +21.1% | +0.4% | +20.7% | +20.7% |
| 6M | +20.6% | -9.5% | +30.1% | +25.9% |
| YTD | +32.4% | +0.5% | +31.9% | +31.1% |
| 1Y | +8.8% | -1.1% | +9.9% | +8.2% |
| 3Y | -13.7% | +46.0% | -59.8% | -30.9% |
| 5Y | -35.2% | +51.8% | -87.0% | -49.5% |
| All | +272.9% | +306.5% | -33.6% | +64.7% |
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