-23.0%
IDXX vs WAB
+221.8%
-244.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.9% |
| 7D | -5.7% | +0.1% | -5.9% | -5.8% |
| 30D | -11.5% | -4.1% | -7.5% | -9.9% |
| 3M | -9.5% | +8.2% | -17.7% | -13.7% |
| 6M | -16.0% | +15.4% | -31.4% | -22.8% |
| YTD | -25.4% | +33.1% | -58.5% | -36.5% |
| 1Y | -21.8% | +48.1% | -69.8% | -37.2% |
| 3Y | +7.0% | +167.7% | -160.7% | -41.4% |
| All | -23.0% | +221.8% | -244.7% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling