+2,777.7%
DXCM vs WST
+3,853.4%
-1,075.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.6% | -2.6% |
| 7D | +5.7% | -5.8% | +11.5% | +8.8% |
| 30D | +1.3% | +5.3% | -4.0% | -1.3% |
| 3M | +2.2% | +11.8% | -9.6% | -3.5% |
| 6M | +42.0% | +26.7% | +15.3% | +25.5% |
| YTD | +27.3% | +43.0% | -15.7% | +4.3% |
| 1Y | +42.5% | +38.9% | +3.6% | +18.2% |
| 3Y | -13.3% | +18.2% | -31.5% | -34.3% |
| 5Y | -46.8% | -1.5% | -45.3% | -56.6% |
| 10Y | +445.8% | +439.0% | +6.8% | +42.7% |
| All | +2,777.7% | +3,853.4% | -1,075.8% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling