+411.2%
DXCM vs WST
+446.4%
-35.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.7% | +1.4% | -5.0% | -4.2% |
| 30D | -5.0% | +12.7% | -17.7% | -9.1% |
| 3M | -8.8% | +17.2% | -26.0% | -14.1% |
| 6M | +31.9% | +26.7% | +5.2% | +20.5% |
| YTD | +20.4% | +50.3% | -29.9% | +2.4% |
| 1Y | +45.7% | +50.2% | -4.5% | +23.7% |
| 3Y | -15.0% | +21.7% | -36.7% | -30.6% |
| 5Y | -48.5% | +2.0% | -50.5% | -54.6% |
| 10Y | +411.2% | +451.1% | -39.9% | +74.1% |
| All | +411.2% | +446.4% | -35.1% | +74.1% |
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