+2,894.9%
DXCM vs WM
+1,210.7%
+1,684.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.2% |
| 7D | -3.2% | -0.3% | -2.9% | -3.0% |
| 30D | +6.3% | -2.4% | +8.7% | +7.9% |
| 3M | +21.1% | +0.4% | +20.7% | +20.4% |
| 6M | +20.6% | -9.5% | +30.1% | +27.6% |
| YTD | +32.4% | +0.5% | +31.9% | +30.4% |
| 1Y | +8.8% | -1.1% | +9.9% | +7.8% |
| 3Y | -13.7% | +46.0% | -59.8% | -35.7% |
| 5Y | -35.2% | +51.8% | -87.0% | -53.5% |
| 10Y | +281.8% | +307.5% | -25.7% | +26.5% |
| All | +2,894.9% | +1,210.7% | +1,684.2% | +331.4% |
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