+1,102.4%
WMT vs DXCM
+2,595.0%
-1,492.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -1.2% | -3.6% | +2.4% | -0.9% |
| 30D | +12.4% | -4.3% | +16.7% | +12.7% |
| 3M | +9.0% | -10.4% | +19.4% | +9.8% |
| 6M | -3.0% | +33.1% | -36.1% | -5.2% |
| YTD | +14.0% | +22.6% | -8.6% | +11.9% |
| 1Y | +23.0% | +36.5% | -13.5% | +19.8% |
| 3Y | +135.1% | -13.5% | +148.5% | +131.8% |
| 5Y | +172.7% | -49.6% | +222.4% | +175.1% |
| 10Y | +528.1% | +399.5% | +128.6% | +423.6% |
| All | +1,102.4% | +2,595.0% | -1,492.6% | +676.8% |
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