+393.1%
DXCM vs WSM
+1,181.2%
-788.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -9.2% | -3.0% | -6.2% | -8.5% |
| 30D | -6.5% | +10.1% | -16.5% | -8.6% |
| 3M | -10.3% | +4.9% | -15.2% | -11.4% |
| 6M | +35.4% | +49.8% | -14.3% | +22.0% |
| YTD | +21.1% | +48.7% | -27.7% | +9.1% |
| 1Y | +38.2% | +38.7% | -0.5% | +26.5% |
| 3Y | -14.6% | +269.5% | -284.1% | -42.5% |
| 5Y | -49.6% | +179.0% | -228.6% | -64.9% |
| 10Y | +393.1% | +1,162.3% | -769.2% | +104.8% |
| All | +393.1% | +1,181.2% | -788.1% | +104.8% |
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