+2,894.9%
DXCM vs WST
+3,324.5%
-429.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -3.2% | +0.7% | -4.0% | -3.6% |
| 30D | +6.3% | -3.1% | +9.5% | +7.9% |
| 3M | +21.1% | +7.2% | +13.9% | +16.5% |
| 6M | +20.6% | +36.8% | -16.2% | +1.8% |
| YTD | +32.4% | +23.8% | +8.6% | +16.7% |
| 1Y | +8.8% | +37.8% | -28.9% | -10.4% |
| 3Y | -13.7% | -15.9% | +2.2% | -20.9% |
| 5Y | -35.2% | -25.8% | -9.4% | -38.0% |
| 10Y | +281.8% | +319.6% | -37.8% | +14.4% |
| All | +2,894.9% | +3,324.5% | -429.6% | +248.8% |
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