-10.9%
DXCM vs WM
+50.2%
-61.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.9% |
| 7D | +5.7% | +4.5% | +1.2% | +4.2% |
| 30D | +1.3% | +16.1% | -14.8% | -3.8% |
| 3M | +2.2% | +8.0% | -5.9% | -0.6% |
| 6M | +42.0% | +8.4% | +33.6% | +38.0% |
| YTD | +27.3% | +11.2% | +16.0% | +22.0% |
| 1Y | +42.5% | +22.3% | +20.2% | +31.0% |
| All | -10.9% | +50.2% | -61.2% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling