+30.5%
WELL vs DXCM
+42.7%
-12.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.1% |
| 7D | +0.1% | -9.2% | +9.3% | 0.0% |
| 30D | +7.8% | -6.5% | +14.3% | +7.6% |
| 3M | +10.2% | -10.3% | +20.5% | +9.9% |
| 6M | +16.4% | +35.4% | -19.1% | +18.1% |
| YTD | +35.2% | +21.1% | +14.1% | +35.8% |
| 1Y | +30.5% | +38.2% | -7.8% | +31.0% |
| All | +30.5% | +42.7% | -12.3% | +31.0% |
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