-49.6%
DXCM vs WST
-0.5%
-49.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -3.6% | +4.9% | -8.5% | -4.9% |
| 30D | -4.3% | +10.7% | -15.0% | -6.9% |
| 3M | -10.4% | +16.8% | -27.2% | -14.1% |
| 6M | +33.1% | +32.0% | +1.2% | +23.3% |
| YTD | +22.6% | +49.9% | -27.3% | +9.0% |
| 1Y | +36.5% | +50.6% | -14.1% | +21.0% |
| 3Y | -13.5% | +21.4% | -34.9% | -25.4% |
| 5Y | -49.6% | -0.6% | -49.1% | -48.3% |
| All | -49.6% | -0.5% | -49.2% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling