+263.3%
DXCM vs WPM
+545.0%
-281.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.4% | +1.3% |
| 7D | -5.8% | -3.6% | -2.2% | -5.3% |
| 30D | -5.6% | +12.5% | -18.1% | -7.5% |
| 3M | +13.0% | +40.6% | -27.6% | +6.4% |
| 6M | +24.7% | +0.5% | +24.1% | +23.5% |
| YTD | +27.3% | +29.0% | -1.7% | +20.3% |
| 1Y | +11.2% | +43.8% | -32.6% | +2.6% |
| 3Y | -19.0% | +266.3% | -285.3% | -38.3% |
| 5Y | -38.5% | +255.1% | -293.6% | -53.7% |
| All | +263.3% | +545.0% | -281.7% | +159.7% |
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