+13.7%
WBD vs DXCM
+253.0%
-239.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | -1.7% | -6.5% | +4.8% | -0.8% |
| 30D | +3.9% | -4.3% | +8.2% | +4.5% |
| 3M | +5.1% | +7.3% | -2.2% | +3.8% |
| 6M | +0.6% | +22.0% | -21.4% | -2.6% |
| YTD | -3.2% | +26.4% | -29.5% | -6.8% |
| 1Y | +127.7% | +7.0% | +120.7% | +123.0% |
| 3Y | +146.6% | -19.6% | +166.2% | +141.6% |
| 5Y | +4.2% | -39.3% | +43.5% | +1.9% |
| 10Y | +13.7% | +260.9% | -247.2% | -6.8% |
| All | +13.7% | +253.0% | -239.3% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling