-50.1%
DXCM vs WM
+59.1%
-109.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -5.1% |
| 7D | -3.5% | +1.2% | -4.7% | -3.9% |
| 30D | -5.8% | +13.1% | -18.9% | -10.8% |
| 3M | -4.3% | +3.6% | -8.0% | -6.0% |
| 6M | +31.6% | +8.1% | +23.5% | +26.8% |
| YTD | +19.6% | +8.9% | +10.7% | +14.3% |
| 1Y | +36.9% | +20.3% | +16.5% | +24.1% |
| 3Y | -16.3% | +46.2% | -62.4% | -32.9% |
| All | -50.1% | +59.1% | -109.2% | -65.0% |
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