+502.6%
EWT vs DXCM
+266.8%
+235.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | -1.1% | -5.8% | +4.7% | -0.5% |
| 30D | +4.8% | -5.6% | +10.4% | +5.4% |
| 3M | +11.1% | +13.0% | -1.9% | +9.3% |
| 6M | +54.6% | +24.7% | +30.0% | +50.2% |
| YTD | +71.4% | +27.3% | +44.1% | +66.0% |
| 1Y | +82.1% | +11.2% | +70.9% | +78.4% |
| 3Y | +193.2% | -19.0% | +212.2% | +188.4% |
| 5Y | +146.1% | -38.5% | +184.6% | +143.6% |
| All | +502.6% | +266.8% | +235.8% | +436.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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