+200.3%
EWT vs DXCM
-19.4%
+219.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | -0.2% |
| 7D | +1.6% | -6.2% | +7.9% | +2.2% |
| 30D | +8.2% | -0.3% | +8.5% | +8.2% |
| 3M | +11.1% | +10.3% | +0.7% | +9.9% |
| 6M | +60.4% | +24.1% | +36.3% | +56.9% |
| YTD | +75.6% | +27.4% | +48.2% | +71.1% |
| 1Y | +91.3% | +8.4% | +82.9% | +88.9% |
| 3Y | +200.3% | -19.0% | +219.3% | +196.9% |
| All | +200.3% | -19.4% | +219.7% | +196.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling