+907.1%
EWT vs DXCM
+2,560.6%
-1,653.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.7% |
| 7D | +3.2% | -9.2% | +12.4% | +4.6% |
| 30D | -12.3% | -6.5% | -5.8% | -11.6% |
| 3M | -3.6% | -10.3% | +6.6% | -2.3% |
| 6M | +3.1% | +35.4% | -32.3% | -2.0% |
| YTD | +57.7% | +21.1% | +36.6% | +52.0% |
| 1Y | +60.3% | +38.2% | +22.0% | +51.5% |
| 3Y | +163.4% | -14.6% | +177.9% | +156.2% |
| 5Y | +127.4% | -49.6% | +177.0% | +132.1% |
| 10Y | +462.7% | +393.1% | +69.6% | +276.5% |
| All | +907.1% | +2,560.6% | -1,653.5% | +305.0% |
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