-36.3%
DXCM vs WWD
+198.3%
-234.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -3.2% | +1.3% | -4.5% | -3.6% |
| 30D | +6.3% | -7.2% | +13.5% | +8.4% |
| 3M | +21.1% | -3.8% | +24.9% | +21.1% |
| 6M | +20.6% | -9.9% | +30.5% | +22.5% |
| YTD | +32.4% | +14.8% | +17.6% | +23.8% |
| 1Y | +8.8% | +42.1% | -33.2% | -6.1% |
| 3Y | -13.7% | +170.8% | -184.5% | -43.7% |
| All | -36.3% | +198.3% | -234.5% | -63.9% |
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