+39.5%
DXCM vs WST
+54.9%
-15.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.1% |
| 7D | +4.9% | +4.2% | +0.7% | +4.0% |
| 30D | -0.2% | +11.2% | -11.4% | -2.4% |
| 3M | -8.9% | +20.4% | -29.3% | -12.5% |
| 6M | +42.3% | +37.9% | +4.4% | +32.6% |
| YTD | +25.6% | +51.8% | -26.2% | +14.0% |
| 1Y | +39.5% | +56.6% | -17.1% | +25.6% |
| All | +39.5% | +54.9% | -15.4% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling