+109.9%
WDAY vs DXCM
+256.6%
-146.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.0% | -3.8% |
| 7D | -6.1% | -6.2% | +0.1% | -4.4% |
| 30D | +3.7% | -0.3% | +4.0% | +3.9% |
| 3M | +29.6% | +10.3% | +19.3% | +26.3% |
| 6M | +23.3% | +24.1% | -0.8% | +16.1% |
| YTD | -13.3% | +27.4% | -40.6% | -19.2% |
| 1Y | -19.6% | +8.4% | -28.0% | -22.6% |
| 3Y | -25.7% | -19.0% | -6.7% | -28.6% |
| 5Y | -31.6% | -38.6% | +7.0% | -31.4% |
| 10Y | +109.9% | +252.9% | -143.0% | +46.4% |
| All | +109.9% | +256.6% | -146.7% | +46.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling