+1,309.1%
WDC vs DXCM
+253.0%
+1,056.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +7.5% | -6.5% | +13.9% | +8.7% |
| 30D | +10.1% | -4.3% | +14.4% | +10.8% |
| 3M | -6.8% | +7.3% | -14.1% | -8.8% |
| 6M | +84.1% | +22.0% | +62.1% | +75.0% |
| YTD | +180.3% | +26.4% | +153.9% | +164.7% |
| 1Y | +411.1% | +7.0% | +404.1% | +394.7% |
| 3Y | +1,375.0% | -19.6% | +1,394.6% | +1,332.2% |
| 5Y | +991.6% | -39.3% | +1,030.9% | +978.4% |
| 10Y | +1,309.1% | +260.9% | +1,048.2% | +1,008.4% |
| All | +1,309.1% | +253.0% | +1,056.1% | +1,008.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling