-47.0%
DXCM vs WWD
+161.2%
-208.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.4% | -2.9% |
| 7D | +5.7% | -2.6% | +8.2% | +6.3% |
| 30D | +1.3% | -7.7% | +9.0% | +3.4% |
| 3M | +2.2% | -17.7% | +19.9% | +7.5% |
| 6M | +42.0% | -15.9% | +57.9% | +46.7% |
| YTD | +27.3% | +1.8% | +25.5% | +22.6% |
| 1Y | +42.5% | +17.4% | +25.1% | +29.9% |
| 3Y | -13.3% | +137.1% | -150.4% | -41.7% |
| All | -47.0% | +161.2% | -208.2% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling