+2,894.9%
DXCM vs WTW
+458.7%
+2,436.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.0% |
| 7D | -3.2% | -2.6% | -0.6% | -2.0% |
| 30D | +6.3% | -1.0% | +7.3% | +6.8% |
| 3M | +21.1% | +29.9% | -8.8% | +6.1% |
| 6M | +20.6% | +10.7% | +9.9% | +13.3% |
| YTD | +32.4% | +2.6% | +29.9% | +28.0% |
| 1Y | +8.8% | +2.8% | +6.1% | +4.7% |
| 3Y | -13.7% | +67.3% | -81.0% | -38.1% |
| 5Y | -35.2% | +56.6% | -91.8% | -51.7% |
| 10Y | +281.8% | +204.1% | +77.7% | +86.6% |
| All | +2,894.9% | +458.7% | +2,436.2% | +800.2% |
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