+2,777.7%
DXCM vs WM
+1,350.4%
+1,427.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -5.3% |
| 7D | +5.7% | +4.5% | +1.2% | +2.8% |
| 30D | +1.3% | +16.1% | -14.8% | -8.2% |
| 3M | +2.2% | +8.0% | -5.9% | -3.2% |
| 6M | +42.0% | +8.4% | +33.6% | +33.7% |
| YTD | +27.3% | +11.2% | +16.0% | +17.0% |
| 1Y | +42.5% | +22.3% | +20.2% | +22.6% |
| 3Y | -13.3% | +50.2% | -63.6% | -36.3% |
| 5Y | -46.8% | +63.3% | -110.1% | -63.7% |
| 10Y | +445.8% | +355.0% | +90.8% | +67.6% |
| All | +2,777.7% | +1,350.4% | +1,427.3% | +287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling