-50.1%
DXCM vs WU
-42.0%
-8.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -5.7% |
| 7D | -3.5% | +11.7% | -15.2% | -5.1% |
| 30D | -5.8% | +12.6% | -18.4% | -7.5% |
| 3M | -4.3% | -0.5% | -3.9% | -4.5% |
| 6M | +31.6% | -18.2% | +49.7% | +35.2% |
| YTD | +19.6% | -19.0% | +38.6% | +22.8% |
| 1Y | +36.9% | -16.7% | +53.5% | +39.5% |
| 3Y | -16.3% | -21.0% | +4.8% | -15.6% |
| All | -50.1% | -42.0% | -8.2% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling