-23.0%
IDXX vs WCC
+224.0%
-247.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.3% |
| 7D | -5.7% | +1.5% | -7.3% | -6.1% |
| 30D | -11.5% | -2.1% | -9.4% | -11.3% |
| 3M | -9.5% | +3.8% | -13.4% | -11.2% |
| 6M | -16.0% | +35.0% | -50.9% | -23.8% |
| YTD | -25.4% | +46.4% | -71.8% | -34.1% |
| 1Y | -21.8% | +63.0% | -84.8% | -33.3% |
| 3Y | +7.0% | +133.9% | -126.9% | -22.9% |
| All | -23.0% | +224.0% | -247.0% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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