+2,777.7%
DXCM vs WWD
+3,239.2%
-461.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.4% | -2.3% |
| 7D | +5.7% | -2.6% | +8.2% | +6.5% |
| 30D | +1.3% | -7.7% | +9.0% | +4.0% |
| 3M | +2.2% | -17.7% | +19.9% | +9.1% |
| 6M | +42.0% | -15.9% | +57.9% | +48.6% |
| YTD | +27.3% | +1.8% | +25.5% | +22.7% |
| 1Y | +42.5% | +17.4% | +25.1% | +29.1% |
| 3Y | -13.3% | +137.1% | -150.4% | -42.0% |
| 5Y | -46.8% | +162.4% | -209.2% | -66.5% |
| 10Y | +445.8% | +452.5% | -6.7% | +120.6% |
| All | +2,777.7% | +3,239.2% | -461.5% | +475.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling