+11.2%
DXCM vs WTW
-3.2%
+14.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -5.8% | -7.8% | +2.0% | -4.4% |
| 30D | -5.6% | -7.9% | +2.3% | -4.2% |
| 3M | +13.0% | +19.9% | -6.9% | +10.6% |
| 6M | +24.7% | +9.8% | +14.9% | +21.4% |
| YTD | +27.3% | -3.3% | +30.7% | +24.3% |
| All | +11.2% | -3.2% | +14.4% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling