+404.2%
DXCM vs WST
+441.1%
-36.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.8% | -6.7% |
| 7D | -3.5% | -3.1% | -0.4% | -2.4% |
| 30D | -5.8% | +9.1% | -14.9% | -8.8% |
| 3M | -4.3% | +14.7% | -19.0% | -9.2% |
| 6M | +31.6% | +28.0% | +3.6% | +19.7% |
| YTD | +19.6% | +45.6% | -26.0% | +2.9% |
| 1Y | +36.9% | +45.7% | -8.8% | +17.5% |
| 3Y | -16.3% | +21.1% | -37.4% | -31.9% |
| 5Y | -50.0% | +0.3% | -50.3% | -55.9% |
| All | +404.2% | +441.1% | -36.9% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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