+120.7%
WDAY vs DXCM
+270.8%
-150.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.8% |
| 7D | -4.4% | -3.2% | -1.1% | -3.5% |
| 30D | +14.7% | +6.3% | +8.4% | +13.0% |
| 3M | +32.4% | +21.1% | +11.3% | +25.8% |
| 6M | +36.9% | +20.6% | +16.3% | +29.6% |
| YTD | -8.8% | +32.4% | -41.3% | -15.9% |
| 1Y | -15.3% | +8.8% | -24.1% | -18.5% |
| 3Y | -21.2% | -13.7% | -7.5% | -25.8% |
| 5Y | -29.5% | -35.2% | +5.7% | -30.3% |
| All | +120.7% | +270.8% | -150.2% | +52.3% |
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