+2.9%
SHW vs DXCM
+40.2%
-37.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | +0.7% | -3.6% | +4.3% | +1.4% |
| 30D | +8.4% | -4.3% | +12.7% | +9.3% |
| 3M | -2.2% | -10.4% | +8.1% | -0.5% |
| 6M | +13.3% | +33.1% | -19.8% | +7.2% |
| YTD | +9.2% | +22.6% | -13.4% | +3.9% |
| 1Y | +2.9% | +36.5% | -33.6% | -5.1% |
| All | +2.9% | +40.2% | -37.3% | -5.1% |
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