-50.1%
DXCM vs WST
-0.1%
-50.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.8% | -6.5% |
| 7D | -3.5% | -3.1% | -0.4% | -2.7% |
| 30D | -5.8% | +9.1% | -14.9% | -8.0% |
| 3M | -4.3% | +14.7% | -19.0% | -7.9% |
| 6M | +31.6% | +28.0% | +3.6% | +22.7% |
| YTD | +19.6% | +45.6% | -26.0% | +7.1% |
| 1Y | +36.9% | +45.7% | -8.8% | +22.4% |
| 3Y | -16.3% | +21.1% | -37.4% | -28.4% |
| All | -50.1% | -0.1% | -50.0% | -49.2% |
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