+421.1%
WMT vs DXCM
+266.8%
+154.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -2.5% | -5.8% | +3.3% | -2.1% |
| 30D | -6.4% | -5.6% | -0.8% | -6.1% |
| 3M | -12.1% | +13.0% | -25.1% | -12.9% |
| 6M | -15.0% | +24.7% | -39.6% | -16.4% |
| YTD | -4.5% | +27.3% | -31.8% | -6.4% |
| 1Y | +6.2% | +11.2% | -5.0% | +4.9% |
| 3Y | +99.9% | -19.0% | +118.9% | +97.6% |
| 5Y | +131.4% | -38.5% | +169.9% | +129.3% |
| All | +421.1% | +266.8% | +154.3% | +394.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling