+1,178.0%
WMB vs DXCM
+2,810.6%
-1,632.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.5% |
| 7D | +0.6% | -3.2% | +3.8% | +1.1% |
| 30D | +3.3% | +6.3% | -3.1% | +2.2% |
| 3M | +3.1% | +21.1% | -18.0% | -0.6% |
| 6M | -0.7% | +20.6% | -21.3% | -4.6% |
| YTD | +25.2% | +32.4% | -7.3% | +18.2% |
| 1Y | +32.9% | +8.8% | +24.0% | +28.8% |
| 3Y | +140.6% | -13.7% | +154.3% | +130.3% |
| 5Y | +273.5% | -35.2% | +308.6% | +262.2% |
| 10Y | +334.2% | +281.8% | +52.4% | +171.5% |
| All | +1,178.0% | +2,810.6% | -1,632.6% | +302.1% |
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 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