+270.1%
DXCM vs WST
+322.7%
-52.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -3.2% | +0.7% | -4.0% | -3.5% |
| 30D | +6.3% | -3.1% | +9.5% | +7.5% |
| 3M | +21.1% | +7.2% | +13.9% | +17.7% |
| 6M | +20.6% | +36.8% | -16.2% | +6.7% |
| YTD | +32.4% | +23.8% | +8.6% | +21.0% |
| 1Y | +8.8% | +37.8% | -28.9% | -5.4% |
| 3Y | -13.7% | -15.9% | +2.2% | -16.9% |
| 5Y | -35.2% | -25.8% | -9.4% | -34.6% |
| All | +270.1% | +322.7% | -52.6% | +55.9% |
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