-36.3%
DXCM vs WM
+52.1%
-88.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | +6.3% | -2.4% | +8.7% | +7.4% |
| 3M | +21.1% | +0.4% | +20.7% | +20.7% |
| 6M | +20.6% | -9.5% | +30.1% | +25.7% |
| YTD | +32.4% | +0.5% | +31.9% | +31.1% |
| 1Y | +8.8% | -1.1% | +9.9% | +8.3% |
| 3Y | -13.7% | +46.0% | -59.8% | -32.4% |
| All | -36.3% | +52.1% | -88.4% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling