+123.9%
WDAY vs DXCM
+421.6%
-297.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.0% |
| 7D | -4.0% | -4.4% | +0.4% | -2.9% |
| 30D | +1.9% | -3.6% | +5.6% | +2.7% |
| 3M | +5.9% | -4.3% | +10.2% | +7.0% |
| 6M | +48.8% | +33.8% | +15.0% | +37.5% |
| YTD | -11.4% | +22.1% | -33.6% | -16.8% |
| 1Y | -15.5% | +47.4% | -62.9% | -24.6% |
| 3Y | -15.6% | -12.3% | -3.4% | -20.7% |
| 5Y | -35.2% | -49.1% | +13.9% | -31.7% |
| 10Y | +123.9% | +423.1% | -299.3% | +42.5% |
| All | +123.9% | +421.6% | -297.7% | +42.5% |
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