+171.6%
WMT vs DXCM
-49.8%
+221.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -2.7% | -9.2% | +6.5% | -2.0% |
| 30D | +11.1% | -6.5% | +17.6% | +11.7% |
| 3M | +11.2% | -10.3% | +21.5% | +12.1% |
| 6M | -1.3% | +35.4% | -36.7% | -3.9% |
| YTD | +13.5% | +21.1% | -7.5% | +11.3% |
| 1Y | +22.5% | +38.2% | -15.7% | +18.8% |
| 3Y | +134.1% | -14.6% | +148.7% | +129.2% |
| All | +171.6% | -49.8% | +221.4% | +149.4% |
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 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