+117.7%
WFC vs DXCM
-18.8%
+136.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +0.3% |
| 7D | +1.2% | -3.5% | +4.7% | +1.7% |
| 30D | +5.2% | -5.8% | +11.0% | +5.9% |
| 3M | -3.0% | -4.3% | +1.3% | -2.7% |
| 6M | +6.2% | +31.6% | -25.4% | +2.2% |
| YTD | -7.9% | +19.6% | -27.6% | -10.4% |
| 1Y | +0.3% | +36.9% | -36.6% | -3.9% |
| 3Y | +117.7% | -16.3% | +134.0% | +108.3% |
| All | +117.7% | -18.8% | +136.5% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling