-38.6%
DXCM vs WU
-51.1%
+12.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.5% |
| 7D | -6.2% | -0.8% | -5.4% | -6.1% |
| 30D | -0.3% | -1.1% | +0.9% | -0.1% |
| 3M | +10.3% | -1.8% | +12.1% | +9.3% |
| 6M | +24.1% | -23.9% | +48.0% | +29.1% |
| YTD | +27.4% | -20.4% | +47.8% | +31.0% |
| 1Y | +8.4% | -10.6% | +18.9% | +8.7% |
| 3Y | -19.0% | -27.7% | +8.7% | -16.8% |
| 5Y | -38.6% | -51.1% | +12.5% | -35.6% |
| All | -38.6% | -51.1% | +12.5% | -35.6% |
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