+3,090.6%
DXCM vs WU
-19.6%
+3,110.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.6% |
| 7D | -3.2% | -0.8% | -2.4% | -2.9% |
| 30D | +6.3% | -1.1% | +7.4% | +6.7% |
| 3M | +21.1% | -3.9% | +24.9% | +19.9% |
| 6M | +20.6% | -20.7% | +41.2% | +29.5% |
| YTD | +32.4% | -18.4% | +50.8% | +39.7% |
| 1Y | +8.8% | -8.1% | +16.9% | +8.0% |
| 3Y | -13.7% | -24.2% | +10.4% | -10.1% |
| 5Y | -35.2% | -50.4% | +15.3% | -20.9% |
| 10Y | +281.8% | -40.0% | +321.8% | +288.6% |
| All | +3,090.6% | -19.6% | +3,110.2% | +2,396.3% |
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