+17.2%
WMB vs DXCM
+42.7%
-25.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.2% |
| 7D | +1.6% | -9.2% | +10.8% | +0.4% |
| 30D | -7.1% | -6.5% | -0.6% | -7.4% |
| 3M | -4.0% | -10.3% | +6.3% | -4.6% |
| 6M | -5.7% | +35.4% | -41.2% | -4.6% |
| YTD | +17.2% | +21.1% | -3.9% | +18.6% |
| 1Y | +17.2% | +38.2% | -21.0% | +22.3% |
| All | +17.2% | +42.7% | -25.5% | +22.3% |
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 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