+920.9%
WMT vs DXCM
+2,810.6%
-1,889.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | +3.9% | -3.2% | +7.1% | +4.2% |
| 30D | -4.4% | +6.3% | -10.7% | -4.8% |
| 3M | -8.8% | +21.1% | -29.9% | -10.1% |
| 6M | -15.6% | +20.6% | -36.2% | -17.0% |
| YTD | -3.2% | +32.4% | -35.7% | -5.4% |
| 1Y | +7.0% | +8.8% | -1.8% | +5.8% |
| 3Y | +105.3% | -13.7% | +119.0% | +102.2% |
| 5Y | +129.3% | -35.2% | +164.4% | +127.2% |
| 10Y | +423.9% | +281.8% | +142.1% | +344.6% |
| All | +920.9% | +2,810.6% | -1,889.7% | +556.4% |
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