+38.2%
DXCM vs WM
+21.2%
+17.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -9.2% | +0.8% | -9.9% | -9.3% |
| 30D | -6.5% | +13.8% | -20.3% | -8.6% |
| 3M | -10.3% | +6.4% | -16.7% | -11.4% |
| 6M | +35.4% | +13.2% | +22.2% | +34.4% |
| YTD | +21.1% | +10.8% | +10.3% | +23.4% |
| 1Y | +38.2% | +20.2% | +18.0% | +48.6% |
| All | +38.2% | +21.2% | +17.1% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling