-19.0%
DXCM vs WY
-23.0%
+4.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.5% |
| 7D | -6.2% | -2.1% | -4.2% | -5.7% |
| 30D | -0.3% | -10.5% | +10.2% | +2.5% |
| 3M | +10.3% | -4.9% | +15.2% | +11.6% |
| 6M | +24.1% | -4.9% | +29.0% | +25.4% |
| YTD | +27.4% | -1.7% | +29.0% | +27.1% |
| 1Y | +8.4% | -9.4% | +17.7% | +10.3% |
| 3Y | -19.0% | -22.3% | +3.3% | -20.2% |
| All | -19.0% | -23.0% | +4.0% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling