+393.1%
DXCM vs WPM
+659.5%
-266.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -9.2% | +3.1% | -12.3% | -9.7% |
| 30D | -6.5% | -1.8% | -4.7% | -6.4% |
| 3M | -10.3% | +1.0% | -11.3% | -11.0% |
| 6M | +35.4% | -5.4% | +40.9% | +35.2% |
| YTD | +21.1% | +15.9% | +5.2% | +15.6% |
| 1Y | +38.2% | +30.8% | +7.4% | +29.0% |
| 3Y | -14.6% | +222.6% | -237.2% | -34.8% |
| 5Y | -49.6% | +227.4% | -277.0% | -62.3% |
| 10Y | +393.1% | +757.8% | -364.7% | +232.5% |
| All | +393.1% | +659.5% | -266.4% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling