+252.9%
DXCM vs WWD
+476.2%
-223.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.3% |
| 7D | -6.2% | +0.8% | -7.0% | -6.4% |
| 30D | -0.3% | -6.4% | +6.2% | +1.3% |
| 3M | +10.3% | -5.6% | +15.9% | +11.1% |
| 6M | +24.1% | -9.1% | +33.2% | +25.8% |
| YTD | +27.4% | +12.5% | +14.8% | +21.2% |
| 1Y | +8.4% | +41.3% | -33.0% | -3.8% |
| 3Y | -19.0% | +170.2% | -189.2% | -41.4% |
| 5Y | -38.6% | +192.5% | -231.1% | -57.5% |
| 10Y | +252.9% | +476.9% | -223.9% | +72.8% |
| All | +252.9% | +476.2% | -223.3% | +72.8% |
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