+337.6%
WELL vs DXCM
+256.6%
+81.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.8% |
| 7D | -1.3% | -6.2% | +4.9% | -0.8% |
| 30D | +0.5% | -0.3% | +0.8% | +0.5% |
| 3M | +19.1% | +10.3% | +8.7% | +17.7% |
| 6M | +17.0% | +24.1% | -7.2% | +14.2% |
| YTD | +29.2% | +27.4% | +1.8% | +25.6% |
| 1Y | +42.1% | +8.4% | +33.8% | +40.0% |
| 3Y | +204.5% | -19.0% | +223.5% | +199.4% |
| 5Y | +211.0% | -38.6% | +249.6% | +208.0% |
| 10Y | +337.6% | +252.9% | +84.7% | +296.1% |
| All | +337.6% | +256.6% | +81.0% | +296.1% |
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