+2,673.1%
DXCM vs WSM
+2,156.4%
+516.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.8% |
| 7D | -3.6% | -3.2% | -0.5% | -2.6% |
| 30D | -4.3% | +4.6% | -9.0% | -5.9% |
| 3M | -10.4% | +2.4% | -12.8% | -11.4% |
| 6M | +33.1% | +43.7% | -10.5% | +16.4% |
| YTD | +22.6% | +42.1% | -19.5% | +7.3% |
| 1Y | +36.5% | +32.3% | +4.3% | +22.3% |
| 3Y | -13.5% | +253.0% | -266.5% | -50.2% |
| 5Y | -49.6% | +161.3% | -210.9% | -69.3% |
| 10Y | +399.5% | +1,105.9% | -706.4% | +38.2% |
| All | +2,673.1% | +2,156.4% | +516.6% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling