+32.4%
WELL vs DXCM
+34.7%
-2.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | -0.2% |
| 7D | +4.4% | -3.5% | +7.9% | +4.4% |
| 30D | +10.8% | -5.8% | +16.6% | +10.7% |
| 3M | +4.2% | -4.3% | +8.6% | +4.2% |
| 6M | +14.0% | +31.6% | -17.6% | +15.7% |
| YTD | +33.4% | +19.6% | +13.8% | +34.4% |
| 1Y | +32.4% | +36.9% | -4.5% | +33.6% |
| All | +32.4% | +34.7% | -2.2% | +33.6% |
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 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