+130.8%
WMT vs DXCM
-38.0%
+168.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -0.2% | -6.5% | +6.2% | +0.3% |
| 30D | -5.8% | -4.3% | -1.5% | -5.5% |
| 3M | -10.8% | +7.3% | -18.0% | -11.4% |
| 6M | -14.3% | +22.0% | -36.4% | -15.9% |
| YTD | -4.4% | +26.4% | -30.8% | -6.5% |
| 1Y | +4.3% | +7.0% | -2.7% | +3.2% |
| 3Y | +100.1% | -19.6% | +119.7% | +97.0% |
| 5Y | +130.8% | -39.3% | +170.1% | +118.5% |
| All | +130.8% | -38.0% | +168.9% | +118.5% |
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 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