+772.0%
WDC vs DXCM
-13.1%
+785.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.1% | +7.8% | +9.7% |
| 7D | -14.4% | -4.4% | -10.1% | -14.0% |
| 30D | -27.1% | -3.6% | -23.4% | -26.8% |
| 3M | -33.3% | -4.3% | -28.9% | -33.0% |
| 6M | -39.6% | +33.8% | -73.4% | -42.3% |
| YTD | +68.4% | +22.1% | +46.2% | +63.5% |
| 1Y | +78.2% | +47.4% | +30.8% | +69.2% |
| 3Y | +772.0% | -12.3% | +784.3% | +722.7% |
| All | +772.0% | -13.1% | +785.1% | +722.7% |
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