-12.3%
SHW vs DXCM
+6.5%
-18.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.6% | -1.8% |
| 7D | -1.2% | -6.2% | +5.1% | -0.4% |
| 30D | -11.6% | -0.3% | -11.3% | -11.6% |
| 3M | +9.1% | +10.3% | -1.2% | +7.3% |
| 6M | -0.7% | +24.1% | -24.8% | -4.2% |
| YTD | +1.4% | +27.4% | -26.0% | -2.4% |
| 1Y | -12.3% | +8.4% | -20.6% | -15.2% |
| All | -12.3% | +6.5% | -18.8% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling