+2,894.9%
DXCM vs WSM
+1,943.3%
+951.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.7% |
| 7D | -3.2% | -3.3% | 0.0% | -2.2% |
| 30D | +6.3% | -8.4% | +14.7% | +9.5% |
| 3M | +21.1% | +9.7% | +11.4% | +16.8% |
| 6M | +20.6% | +16.7% | +3.9% | +13.6% |
| YTD | +32.4% | +28.7% | +3.8% | +20.1% |
| 1Y | +8.8% | +13.7% | -4.8% | +2.6% |
| 3Y | -13.7% | +230.1% | -243.8% | -49.5% |
| 5Y | -35.2% | +179.0% | -214.1% | -61.7% |
| 10Y | +281.8% | +1,002.5% | -720.7% | +8.8% |
| All | +2,894.9% | +1,943.3% | +951.6% | +258.8% |
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 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