+423.1%
DXCM vs WWD
+494.7%
-71.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +0.8% |
| 7D | -4.4% | +4.2% | -8.5% | -5.5% |
| 30D | -3.6% | -0.8% | -2.8% | -3.6% |
| 3M | -4.3% | -8.2% | +3.8% | -2.7% |
| 6M | +33.8% | -9.8% | +43.6% | +35.6% |
| YTD | +22.1% | +10.4% | +11.7% | +16.4% |
| 1Y | +47.4% | +25.5% | +21.9% | +35.0% |
| 3Y | -12.3% | +155.8% | -168.1% | -35.5% |
| 5Y | -49.1% | +187.3% | -236.4% | -64.6% |
| 10Y | +423.1% | +462.7% | -39.6% | +159.5% |
| All | +423.1% | +494.7% | -71.6% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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