-6.9%
IDXX vs WCN
+14.9%
-21.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +16.4% | +5.3% | +11.1% | +14.5% |
| 30D | +30.1% | +24.0% | +6.2% | +21.6% |
| 3M | +14.7% | +16.8% | -2.1% | +9.0% |
| 6M | +19.1% | +22.1% | -3.0% | +12.2% |
| YTD | -0.9% | +10.0% | -10.9% | -3.1% |
| 1Y | -6.9% | +16.2% | -23.1% | -12.9% |
| All | -6.9% | +14.9% | -21.7% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling