-39.3%
DXCM vs WSM
+182.5%
-221.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -6.5% | +2.6% | -9.1% | -7.1% |
| 30D | -4.3% | -9.3% | +5.0% | -2.1% |
| 3M | +7.3% | +7.1% | +0.2% | +5.2% |
| 6M | +22.0% | +21.7% | +0.3% | +15.8% |
| YTD | +26.4% | +28.7% | -2.4% | +18.2% |
| 1Y | +7.0% | +13.9% | -6.9% | +2.7% |
| 3Y | -19.6% | +232.2% | -251.8% | -46.2% |
| 5Y | -39.3% | +176.4% | -215.7% | -57.9% |
| All | -39.3% | +182.5% | -221.8% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling