+2,842.6%
DXCM vs WU
-20.5%
+2,863.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -4.4% | +9.1% | -13.4% | -7.8% |
| 30D | -3.6% | +12.1% | -15.7% | -8.2% |
| 3M | -4.3% | +0.3% | -4.7% | -5.1% |
| 6M | +33.8% | -19.1% | +52.9% | +42.1% |
| YTD | +22.1% | -19.2% | +41.4% | +28.8% |
| 1Y | +47.4% | -15.3% | +62.7% | +51.9% |
| 3Y | -12.3% | -21.3% | +9.1% | -10.3% |
| 5Y | -49.1% | -41.7% | -7.4% | -42.5% |
| 10Y | +423.1% | -36.0% | +459.1% | +411.4% |
| All | +2,842.6% | -20.5% | +2,863.1% | +2,200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling