+1,027.6%
EWT vs DXCM
+2,810.6%
-1,783.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.1% |
| 7D | +4.0% | -3.2% | +7.2% | +4.4% |
| 30D | +10.3% | +6.3% | +4.0% | +9.3% |
| 3M | +6.1% | +21.1% | -15.0% | +2.8% |
| 6M | +56.6% | +20.6% | +36.1% | +51.5% |
| YTD | +76.6% | +32.4% | +44.1% | +68.3% |
| 1Y | +97.9% | +8.8% | +89.0% | +93.1% |
| 3Y | +198.0% | -13.7% | +211.7% | +188.9% |
| 5Y | +151.8% | -35.2% | +186.9% | +147.7% |
| 10Y | +514.1% | +281.8% | +232.3% | +327.9% |
| All | +1,027.6% | +2,810.6% | -1,783.0% | +348.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling