+13.0%
WMB vs DXCM
+47.0%
-34.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.9% |
| 7D | -6.7% | -4.4% | -2.3% | -6.9% |
| 30D | -8.6% | -3.6% | -4.9% | -8.7% |
| 3M | -4.9% | -4.3% | -0.6% | -5.1% |
| 6M | -6.3% | +33.8% | -40.1% | -5.1% |
| YTD | +13.0% | +22.1% | -9.2% | +14.3% |
| All | +13.0% | +47.0% | -34.0% | +17.1% |
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