+1,911.0%
WELL vs DXCM
+2,810.6%
-899.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.8% |
| 7D | -0.8% | -3.2% | +2.4% | -0.4% |
| 30D | -0.1% | +6.3% | -6.4% | -1.0% |
| 3M | +18.0% | +21.1% | -3.1% | +14.5% |
| 6M | +15.0% | +20.6% | -5.6% | +11.3% |
| YTD | +28.6% | +32.4% | -3.8% | +22.6% |
| 1Y | +42.9% | +8.8% | +34.1% | +39.4% |
| 3Y | +203.0% | -13.7% | +216.8% | +192.1% |
| 5Y | +206.9% | -35.2% | +242.1% | +200.1% |
| 10Y | +339.5% | +281.8% | +57.7% | +203.2% |
| All | +1,911.0% | +2,810.6% | -899.6% | +620.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling