+30.9%
WELL vs DXCM
+47.0%
-16.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +1.0% |
| 7D | +3.5% | -4.4% | +7.8% | +3.5% |
| 30D | +9.7% | -3.6% | +13.3% | +9.7% |
| 3M | +4.8% | -4.3% | +9.1% | +4.8% |
| 6M | +16.1% | +33.8% | -17.7% | +17.5% |
| YTD | +34.7% | +22.1% | +12.6% | +35.2% |
| All | +30.9% | +47.0% | -16.1% | +29.4% |
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