+992.6%
WDC vs DXCM
-38.1%
+1,030.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +6.0% | +2.7% |
| 7D | +6.0% | -6.2% | +12.2% | +7.0% |
| 30D | +9.9% | -0.3% | +10.2% | +9.8% |
| 3M | -9.4% | +10.3% | -19.7% | -11.4% |
| 6M | +94.7% | +24.1% | +70.6% | +85.7% |
| YTD | +177.4% | +27.4% | +150.0% | +163.5% |
| 1Y | +412.6% | +8.4% | +404.2% | +398.4% |
| 3Y | +1,359.8% | -19.0% | +1,378.8% | +1,318.5% |
| 5Y | +992.6% | -38.6% | +1,031.2% | +894.8% |
| All | +992.6% | -38.1% | +1,030.6% | +894.8% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling