+681.5%
IDXX vs WING
+412.0%
+269.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | -13.7% | -0.5% | -13.2% | -13.9% |
| 3M | -9.1% | -23.9% | +14.8% | -4.4% |
| 6M | -15.4% | -48.9% | +33.5% | -3.9% |
| YTD | -25.1% | -53.3% | +28.2% | -14.1% |
| 1Y | -20.6% | -60.3% | +39.7% | -6.3% |
| 3Y | +8.7% | -30.1% | +38.8% | +2.9% |
| 5Y | -25.7% | -36.2% | +10.5% | -31.9% |
| 10Y | +360.6% | +375.3% | -14.7% | +181.4% |
| All | +681.5% | +412.0% | +269.5% | +363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling