+352.1%
IDXX vs WING
+407.7%
-55.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.0% | -6.3% | -1.7% |
| 7D | -5.7% | +7.2% | -13.0% | -7.2% |
| 30D | -11.5% | +4.8% | -16.3% | -12.9% |
| 3M | -9.5% | -23.7% | +14.1% | -4.8% |
| 6M | -16.0% | -43.6% | +27.6% | -6.1% |
| YTD | -25.4% | -50.6% | +25.2% | -15.0% |
| 1Y | -21.8% | -57.0% | +35.3% | -8.7% |
| 3Y | +7.0% | -28.3% | +35.3% | -0.5% |
| 5Y | -26.0% | -32.4% | +6.4% | -34.1% |
| All | +352.1% | +407.7% | -55.6% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling