+260.9%
DXCM vs WU
-40.9%
+301.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -6.5% | -4.9% | -1.5% | -5.4% |
| 30D | -4.3% | -1.3% | -3.0% | -4.1% |
| 3M | +7.3% | -3.6% | +10.8% | +6.6% |
| 6M | +22.0% | -24.3% | +46.4% | +28.8% |
| YTD | +26.4% | -21.1% | +47.5% | +31.5% |
| 1Y | +7.0% | -10.3% | +17.3% | +7.3% |
| 3Y | -19.6% | -28.4% | +8.7% | -16.2% |
| 5Y | -39.3% | -51.2% | +11.9% | -30.6% |
| 10Y | +260.9% | -39.6% | +300.6% | +251.9% |
| All | +260.9% | -40.9% | +301.8% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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