+441.3%
WFC vs DXCM
+2,810.6%
-2,369.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | +3.8% | -3.2% | +7.0% | +4.4% |
| 30D | +1.5% | +6.3% | -4.9% | +0.3% |
| 3M | +10.9% | +21.1% | -10.2% | +6.6% |
| 6M | +8.4% | +20.6% | -12.1% | +4.1% |
| YTD | -1.9% | +32.4% | -34.3% | -7.5% |
| 1Y | +12.3% | +8.8% | +3.5% | +9.1% |
| 3Y | +132.3% | -13.7% | +146.1% | +123.2% |
| 5Y | +130.1% | -35.2% | +165.3% | +125.1% |
| 10Y | +134.4% | +281.8% | -147.4% | +43.6% |
| All | +441.3% | +2,810.6% | -2,369.3% | +41.0% |
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