-13.2%
WDAY vs DXCM
-13.9%
+0.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.7% | +2.6% |
| 7D | +1.8% | +4.9% | -3.1% | +1.0% |
| 30D | +4.1% | -0.2% | +4.2% | +4.0% |
| 3M | -4.8% | -8.9% | +4.1% | -3.5% |
| 6M | +68.6% | +42.3% | +26.4% | +61.0% |
| YTD | -8.5% | +25.6% | -34.1% | -11.7% |
| 1Y | -12.1% | +39.5% | -51.6% | -16.2% |
| 3Y | -13.2% | -15.3% | +2.1% | -28.0% |
| All | -13.2% | -13.9% | +0.7% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling