+278.8%
WMB vs DXCM
-35.5%
+314.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.2% |
| 7D | +0.6% | -3.2% | +3.8% | +0.7% |
| 30D | +3.3% | +6.3% | -3.1% | +2.9% |
| 3M | +3.1% | +21.1% | -18.0% | +1.9% |
| 6M | -0.7% | +20.6% | -21.3% | -1.9% |
| YTD | +25.2% | +32.4% | -7.3% | +22.8% |
| 1Y | +32.9% | +8.8% | +24.0% | +31.9% |
| 3Y | +140.6% | -13.7% | +154.3% | +136.2% |
| All | +278.8% | -35.5% | +314.3% | +276.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling