+6,008.1%
WDC vs DXCM
+2,810.6%
+3,197.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.9% | +6.3% |
| 7D | +1.7% | -3.2% | +5.0% | +2.4% |
| 30D | -10.0% | +6.3% | -16.3% | -11.2% |
| 3M | -18.8% | +21.1% | -39.8% | -22.6% |
| 6M | +79.0% | +20.6% | +58.5% | +70.0% |
| YTD | +171.6% | +32.4% | +139.1% | +153.2% |
| 1Y | +417.4% | +8.8% | +408.5% | +397.3% |
| 3Y | +1,251.8% | -13.7% | +1,265.5% | +1,191.7% |
| 5Y | +911.7% | -35.2% | +946.9% | +891.5% |
| 10Y | +1,399.6% | +281.8% | +1,117.8% | +844.9% |
| All | +6,008.1% | +2,810.6% | +3,197.5% | +1,821.8% |
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 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