+7,518.1%
IDXX vs WAB
+4,097.6%
+3,420.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | -5.7% | +0.1% | -5.9% | -5.8% |
| 30D | -11.5% | -4.1% | -7.5% | -10.7% |
| 3M | -9.5% | +8.2% | -17.7% | -11.6% |
| 6M | -16.0% | +15.4% | -31.4% | -19.3% |
| YTD | -25.4% | +33.1% | -58.5% | -30.9% |
| 1Y | -21.8% | +48.1% | -69.8% | -29.5% |
| 3Y | +7.0% | +167.7% | -160.7% | -17.0% |
| 5Y | -26.0% | +225.7% | -251.7% | -45.2% |
| 10Y | +358.9% | +293.7% | +65.2% | +204.3% |
| All | +7,518.1% | +4,097.6% | +3,420.6% | +2,897.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling