+2,605.6%
DXCM vs WST
+3,927.3%
-1,321.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.8% | -6.9% |
| 7D | -3.5% | -3.1% | -0.4% | -2.0% |
| 30D | -5.8% | +9.1% | -14.9% | -9.9% |
| 3M | -4.3% | +14.7% | -19.0% | -10.9% |
| 6M | +31.6% | +28.0% | +3.6% | +15.6% |
| YTD | +19.6% | +45.6% | -26.0% | -2.9% |
| 1Y | +36.9% | +45.7% | -8.8% | +10.8% |
| 3Y | -16.3% | +21.1% | -37.4% | -37.3% |
| 5Y | -50.0% | +0.3% | -50.3% | -59.6% |
| 10Y | +413.2% | +449.0% | -35.9% | +32.8% |
| All | +2,605.6% | +3,927.3% | -1,321.7% | +190.3% |
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 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