+260.9%
DXCM vs WY
+5.8%
+255.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | -6.5% | -1.7% | -4.8% | -6.0% |
| 30D | -4.3% | -9.9% | +5.6% | -1.1% |
| 3M | +7.3% | -7.5% | +14.8% | +9.9% |
| 6M | +22.0% | -5.1% | +27.2% | +23.8% |
| YTD | +26.4% | -2.1% | +28.5% | +26.3% |
| 1Y | +7.0% | -7.3% | +14.3% | +8.7% |
| 3Y | -19.6% | -22.6% | +3.0% | -15.2% |
| 5Y | -39.3% | -19.8% | -19.5% | -36.5% |
| 10Y | +260.9% | +9.6% | +251.4% | +205.0% |
| All | +260.9% | +5.8% | +255.2% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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