-48.1%
DXCM vs WY
-31.4%
-16.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.6% |
| 7D | +4.9% | -0.8% | +5.7% | +5.3% |
| 30D | -0.2% | +10.1% | -10.3% | -4.0% |
| 3M | -8.9% | -15.4% | +6.5% | -2.5% |
| 6M | +42.3% | -8.3% | +50.6% | +46.7% |
| YTD | +25.6% | -9.8% | +35.4% | +29.3% |
| 1Y | +39.5% | -3.9% | +43.4% | +39.3% |
| 3Y | -15.3% | -23.3% | +8.0% | -10.1% |
| All | -48.1% | -31.4% | -16.7% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling