+2,894.9%
DXCM vs WY
+85.2%
+2,809.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -3.2% | -1.7% | -1.5% | -2.5% |
| 30D | +6.3% | -10.1% | +16.4% | +11.3% |
| 3M | +21.1% | -5.1% | +26.2% | +23.7% |
| 6M | +20.6% | -4.8% | +25.4% | +22.6% |
| YTD | +32.4% | -0.2% | +32.7% | +31.0% |
| 1Y | +8.8% | -6.6% | +15.5% | +10.6% |
| 3Y | -13.7% | -22.7% | +9.0% | -7.6% |
| 5Y | -35.2% | -22.2% | -13.0% | -31.3% |
| 10Y | +281.8% | +7.3% | +274.5% | +204.6% |
| All | +2,894.9% | +85.2% | +2,809.7% | +1,264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling