+421.0%
WELL vs DXCM
+410.2%
+10.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.4% |
| 7D | +4.4% | -3.5% | +7.9% | +4.7% |
| 30D | +10.8% | -5.8% | +16.6% | +11.3% |
| 3M | +4.2% | -4.3% | +8.6% | +4.5% |
| 6M | +14.0% | +31.6% | -17.6% | +10.7% |
| YTD | +33.4% | +19.6% | +13.8% | +30.4% |
| 1Y | +32.4% | +36.9% | -4.5% | +27.6% |
| 3Y | +194.7% | -16.3% | +211.0% | +188.7% |
| 5Y | +226.5% | -50.0% | +276.5% | +230.7% |
| All | +421.0% | +410.2% | +10.9% | +345.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling