+770.0%
WDC vs DXCM
-13.9%
+783.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.4% | -7.4% | -5.2% |
| 7D | +12.1% | +4.9% | +7.1% | +11.6% |
| 30D | -18.8% | -0.2% | -18.6% | -18.8% |
| 3M | -39.3% | -8.9% | -30.4% | -38.8% |
| 6M | -40.1% | +42.3% | -82.4% | -43.2% |
| YTD | +71.8% | +25.6% | +46.2% | +66.3% |
| 1Y | +88.5% | +39.5% | +48.9% | +80.3% |
| 3Y | +770.0% | -15.3% | +785.3% | +721.8% |
| All | +770.0% | -13.9% | +783.9% | +721.8% |
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 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