+296.2%
WDAY vs DXCM
+2,210.1%
-1,913.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| 3M | +13.3% | -4.3% | +17.7% | +14.5% |
| 6M | +57.3% | +31.6% | +25.7% | +46.1% |
| YTD | -10.2% | +19.6% | -29.8% | -15.1% |
| 1Y | -14.1% | +36.9% | -50.9% | -21.8% |
| 3Y | -11.7% | -16.3% | +4.6% | -15.6% |
| 5Y | -33.5% | -50.0% | +16.5% | -29.4% |
| 10Y | +133.1% | +413.2% | -280.1% | +31.2% |
| All | +296.2% | +2,210.1% | -1,913.9% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling