+7.0%
IDXX vs NWSA
+43.3%
-36.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -5.7% | -2.8% | -2.9% | -4.5% |
| 30D | -11.5% | +3.0% | -14.6% | -12.8% |
| 3M | -9.5% | +12.3% | -21.9% | -14.3% |
| 6M | -16.0% | +21.9% | -37.8% | -23.4% |
| YTD | -25.4% | +13.6% | -39.0% | -30.1% |
| 1Y | -21.8% | +0.5% | -22.3% | -22.3% |
| 3Y | +7.0% | +43.8% | -36.7% | -14.8% |
| All | +7.0% | +43.3% | -36.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling