-34.1%
WDAY vs DXCM
-50.2%
+16.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.3% | -2.0% |
| 7D | -2.5% | -3.5% | +1.0% | -1.6% |
| 30D | +4.7% | -5.8% | +10.5% | +6.2% |
| 3M | +13.3% | -4.3% | +17.7% | +14.5% |
| 6M | +57.3% | +31.6% | +25.7% | +46.4% |
| YTD | -10.2% | +19.6% | -29.8% | -15.0% |
| 1Y | -14.1% | +36.9% | -50.9% | -21.6% |
| 3Y | -11.7% | -16.3% | +4.6% | -17.5% |
| All | -34.1% | -50.2% | +16.1% | -28.8% |
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