+1,012.4%
WMB vs DXCM
+2,529.5%
-1,517.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +0.7% |
| 7D | -13.8% | -3.5% | -10.3% | -13.5% |
| 30D | -10.3% | -5.8% | -4.5% | -9.7% |
| 3M | -10.1% | -4.3% | -5.7% | -9.8% |
| 6M | -11.8% | +31.6% | -43.4% | -16.7% |
| YTD | +8.9% | +19.6% | -10.7% | +4.2% |
| 1Y | +14.0% | +36.9% | -22.9% | +6.4% |
| 3Y | +100.5% | -16.3% | +116.8% | +93.0% |
| 5Y | +179.5% | -50.0% | +229.5% | +183.4% |
| 10Y | +272.7% | +413.2% | -140.4% | +118.4% |
| All | +1,012.4% | +2,529.5% | -1,517.0% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling