+455.3%
WELL vs DXCM
+421.6%
+33.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | +3.5% | -4.4% | +7.8% | +3.9% |
| 30D | +9.7% | -3.6% | +13.3% | +10.0% |
| 3M | +4.8% | -4.3% | +9.1% | +5.1% |
| 6M | +16.1% | +33.8% | -17.7% | +12.5% |
| YTD | +34.7% | +22.1% | +12.6% | +31.4% |
| 1Y | +31.9% | +47.4% | -15.5% | +26.3% |
| 3Y | +209.9% | -12.3% | +222.1% | +202.1% |
| 5Y | +226.5% | -49.1% | +275.6% | +230.2% |
| 10Y | +455.3% | +423.1% | +32.2% | +378.2% |
| All | +455.3% | +421.6% | +33.7% | +378.2% |
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