+42.9%
WELL vs DXCM
+11.0%
+31.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -2.1% |
| 7D | -0.8% | -3.2% | +2.4% | -0.9% |
| 30D | -0.1% | +6.3% | -6.4% | +0.1% |
| 3M | +18.0% | +21.1% | -3.1% | +18.4% |
| 6M | +15.0% | +20.6% | -5.6% | +15.5% |
| YTD | +28.6% | +32.4% | -3.8% | +29.3% |
| 1Y | +42.9% | +8.8% | +34.1% | +44.4% |
| All | +42.9% | +11.0% | +31.9% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling