+7.0%
DXCM vs WSM
+14.1%
-7.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -6.5% | +2.6% | -9.1% | -7.2% |
| 30D | -4.3% | -9.3% | +5.0% | -1.5% |
| 3M | +7.3% | +7.1% | +0.2% | +4.5% |
| 6M | +22.0% | +21.7% | +0.3% | +13.2% |
| YTD | +26.4% | +28.7% | -2.4% | +16.2% |
| 1Y | +7.0% | +13.9% | -6.9% | -0.5% |
| All | +7.0% | +14.1% | -7.1% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling