Wearable inertial sensors have demonstrated their potential to screen for various neuropathies and neurological disorders. Most such research has been based on classification algorithms that differentiate the control group from the pathological group, using biomarkers extracted from wearable data as predictors. However, such methods often lack quantitative evaluation of how much information provided by the wearable biomarkers contributes to the overall prediction. Despite promising results from internal cross validation, their utility in clinical practice remains unclear. In this paper, we highlight in a case study - early screening for diabetic peripheral neuropathy (DPN) - evaluation methods for quantifying the contribution of wearable inertial sensors. Using a quick-to-deploy wearable sensor system, we collected 106 in-hospital diabetic patients' gait data and developed logistic regression models to predict the risk of a diabetic patient having DPN. Adopting various metrics, we evaluated the discriminative information added by gait biomarkers and how much it improved screening. The results show that the proposed wearable system added useful information significantly to the existing clinical standards, and boosted the C-index significantly from 0.75 to 0.84, surpassing the current survey-based screening methods used in clinics.