+14.4%
IDXX vs WETO
-99.4%
+113.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.1% | -0.4% |
| 7D | -5.7% | -4.3% | -1.4% | -5.7% |
| 30D | -11.5% | -39.9% | +28.4% | -11.5% |
| 3M | -9.5% | -97.9% | +88.4% | -7.6% |
| 6M | -16.0% | -95.0% | +79.1% | -15.8% |
| YTD | -25.4% | -97.2% | +71.8% | -24.8% |
| 1Y | -21.8% | -98.9% | +77.1% | -20.9% |
| All | +14.4% | -99.4% | +113.8% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling