-50.1%
DXCM vs WPM
+246.3%
-296.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.9% | -8.9% | -6.4% |
| 7D | -3.5% | +16.9% | -20.4% | -5.7% |
| 30D | -5.8% | +2.0% | -7.8% | -6.3% |
| 3M | -4.3% | +8.9% | -13.3% | -6.2% |
| 6M | +31.6% | +1.6% | +30.0% | +29.9% |
| YTD | +19.6% | +16.5% | +3.1% | +14.2% |
| 1Y | +36.9% | +42.2% | -5.3% | +25.7% |
| 3Y | -16.3% | +213.3% | -229.6% | -39.2% |
| All | -50.1% | +246.3% | -296.4% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling