+2,739.2%
DXCM vs WTW
+461.6%
+2,277.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.4% |
| 7D | +4.9% | +2.0% | +3.0% | +3.9% |
| 30D | -0.2% | +12.9% | -13.0% | -6.0% |
| 3M | -8.9% | +0.7% | -9.6% | -9.5% |
| 6M | +42.3% | +39.5% | +2.8% | +20.1% |
| YTD | +25.6% | +3.1% | +22.4% | +20.8% |
| 1Y | +39.5% | +4.8% | +34.8% | +33.0% |
| 3Y | -15.3% | +42.9% | -58.2% | -33.3% |
| 5Y | -48.4% | +55.3% | -103.7% | -61.3% |
| 10Y | +411.4% | +217.2% | +194.2% | +144.3% |
| All | +2,739.2% | +461.6% | +2,277.6% | +749.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling