+23.7%
WMB vs DXCM
+44.8%
-21.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.6% | -13.0% | -5.4% |
| 7D | -8.6% | +12.5% | -21.2% | -7.1% |
| 30D | -4.2% | +1.8% | -6.0% | -3.5% |
| 3M | -4.4% | +1.8% | -6.2% | -3.7% |
| 6M | -8.7% | +47.4% | -56.1% | -5.7% |
| YTD | +15.4% | +33.3% | -17.9% | +19.2% |
| 1Y | +23.7% | +44.6% | -20.9% | +30.9% |
| All | +23.7% | +44.8% | -21.1% | +30.9% |
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