+257.0%
DXCM vs WTW
+198.0%
+58.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -5.5% | -5.7% | +0.2% | -3.3% |
| 30D | -8.6% | -7.3% | -1.3% | -5.9% |
| 3M | +10.3% | +21.5% | -11.1% | +2.2% |
| 6M | +25.2% | +9.6% | +15.6% | +19.7% |
| YTD | +25.1% | -3.3% | +28.4% | +24.8% |
| 1Y | +9.2% | -6.1% | +15.4% | +10.1% |
| 3Y | -22.6% | +61.8% | -84.5% | -41.0% |
| 5Y | -39.5% | +42.7% | -82.2% | -51.2% |
| All | +257.0% | +198.0% | +58.9% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling