-21.8%
DXCM vs WTW
+60.9%
-82.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.4% |
| 7D | -6.5% | -7.1% | +0.6% | -5.7% |
| 30D | -4.3% | -8.5% | +4.2% | -3.3% |
| 3M | +7.3% | +20.6% | -13.3% | +5.8% |
| 6M | +22.0% | +7.2% | +14.8% | +20.5% |
| YTD | +26.4% | -3.9% | +30.2% | +25.2% |
| 1Y | +7.0% | -3.6% | +10.6% | +5.8% |
| All | -21.8% | +60.9% | -82.7% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling