+2,739.2%
DXCM vs WY
+67.4%
+2,671.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | -8.9% | -15.4% | +6.5% | -2.2% |
| 6M | +42.3% | -8.3% | +50.6% | +46.9% |
| YTD | +25.6% | -9.8% | +35.4% | +29.6% |
| 1Y | +39.5% | -3.9% | +43.4% | +39.7% |
| 3Y | -15.3% | -23.3% | +8.0% | -8.9% |
| 5Y | -48.4% | -31.2% | -17.2% | -42.1% |
| 10Y | +411.4% | +5.5% | +405.8% | +307.4% |
| All | +2,739.2% | +67.4% | +2,671.8% | +1,250.0% |
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 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