-10.9%
DXCM vs WWD
+137.0%
-147.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.4% | -3.5% |
| 7D | +5.7% | -2.6% | +8.2% | +6.1% |
| 30D | +1.3% | -7.7% | +9.0% | +2.6% |
| 3M | +2.2% | -17.7% | +19.9% | +5.6% |
| 6M | +42.0% | -15.9% | +57.9% | +44.7% |
| YTD | +27.3% | +1.8% | +25.5% | +23.9% |
| 1Y | +42.5% | +17.4% | +25.1% | +33.5% |
| All | -10.9% | +137.0% | -147.9% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling