+1,986.3%
WELL vs DXCM
+2,529.5%
-543.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.6% |
| 7D | +4.4% | -3.5% | +7.9% | +4.9% |
| 30D | +10.8% | -5.8% | +16.6% | +11.6% |
| 3M | +4.2% | -4.3% | +8.6% | +4.6% |
| 6M | +14.0% | +31.6% | -17.6% | +9.0% |
| YTD | +33.4% | +19.6% | +13.8% | +28.8% |
| 1Y | +32.4% | +36.9% | -4.5% | +25.3% |
| 3Y | +194.7% | -16.3% | +211.0% | +186.0% |
| 5Y | +226.5% | -50.0% | +276.5% | +231.8% |
| 10Y | +429.8% | +413.2% | +16.7% | +248.2% |
| All | +1,986.3% | +2,529.5% | -543.2% | +656.7% |
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