+263.3%
DXCM vs WSM
+1,058.9%
-795.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.2% |
| 7D | -5.8% | +0.4% | -6.2% | -5.9% |
| 30D | -5.6% | -10.7% | +5.1% | -3.0% |
| 3M | +13.0% | +8.5% | +4.5% | +10.5% |
| 6M | +24.7% | +19.6% | +5.0% | +18.8% |
| YTD | +27.3% | +26.6% | +0.7% | +19.4% |
| 1Y | +11.2% | +12.0% | -0.8% | +7.2% |
| 3Y | -19.0% | +226.6% | -245.7% | -44.1% |
| 5Y | -38.5% | +174.1% | -212.6% | -57.1% |
| All | +263.3% | +1,058.9% | -795.5% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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