+266.3%
WMB vs DXCM
+411.4%
-145.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | -6.9% | -3.7% | -3.2% | -6.7% |
| 30D | -7.2% | -5.0% | -2.2% | -6.9% |
| 3M | -5.4% | -8.8% | +3.4% | -4.9% |
| 6M | -4.9% | +31.9% | -36.7% | -7.7% |
| YTD | +14.7% | +20.4% | -5.7% | +12.0% |
| 1Y | +14.7% | +45.7% | -31.0% | +10.0% |
| 3Y | +116.4% | -15.0% | +131.4% | +111.6% |
| 5Y | +198.5% | -48.5% | +247.0% | +201.1% |
| 10Y | +266.3% | +411.2% | -145.0% | +229.0% |
| All | +266.3% | +411.4% | -145.1% | +229.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling