+8,677.4%
IDXX vs WCN
+6,623.4%
+2,054.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -5.7% | -3.1% | -2.6% | -5.0% |
| 30D | -11.5% | -3.4% | -8.2% | -10.8% |
| 3M | -9.5% | +3.0% | -12.5% | -10.2% |
| 6M | -16.0% | -3.8% | -12.2% | -15.4% |
| YTD | -25.4% | -8.3% | -17.1% | -24.0% |
| 1Y | -21.8% | -9.7% | -12.0% | -20.1% |
| 3Y | +7.0% | +17.2% | -10.1% | +2.2% |
| 5Y | -26.0% | +25.3% | -51.2% | -30.2% |
| 10Y | +358.9% | +235.4% | +123.6% | +254.0% |
| All | +8,677.4% | +6,623.4% | +2,054.0% | +4,340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling