+384.5%
DXCM vs WU
-38.9%
+423.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | +4.9% | -2.0% | +7.0% | +5.4% |
| 30D | -0.2% | +11.4% | -11.6% | -2.5% |
| 3M | -8.9% | -6.8% | -2.1% | -7.8% |
| 6M | +42.3% | -14.6% | +56.9% | +45.4% |
| YTD | +25.6% | -20.6% | +46.2% | +30.1% |
| 1Y | +39.5% | -15.4% | +54.9% | +42.2% |
| 3Y | -15.3% | -23.6% | +8.3% | -13.3% |
| 5Y | -48.4% | -43.4% | -5.1% | -43.6% |
| All | +384.5% | -38.9% | +423.5% | +371.5% |
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