+7.0%
IDXX vs WAB
+167.4%
-160.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.7% |
| 7D | -5.7% | +0.1% | -5.9% | -5.8% |
| 30D | -11.5% | -4.1% | -7.5% | -10.3% |
| 3M | -9.5% | +8.2% | -17.7% | -12.8% |
| 6M | -16.0% | +15.4% | -31.4% | -21.4% |
| YTD | -25.4% | +33.1% | -58.5% | -34.4% |
| 1Y | -21.8% | +48.1% | -69.8% | -34.4% |
| 3Y | +7.0% | +167.7% | -160.7% | -35.2% |
| All | +7.0% | +167.4% | -160.4% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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