+1.0%
WBD vs DXCM
-35.5%
+36.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | -1.8% | -3.2% | +1.4% | -1.2% |
| 30D | +8.8% | +6.3% | +2.4% | +7.5% |
| 3M | +4.6% | +21.1% | -16.5% | +0.5% |
| 6M | +1.1% | +20.6% | -19.5% | -3.2% |
| YTD | -2.0% | +32.4% | -34.4% | -8.1% |
| 1Y | +140.0% | +8.8% | +131.2% | +132.7% |
| 3Y | +144.4% | -13.7% | +158.1% | +130.6% |
| All | +1.0% | -35.5% | +36.6% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling