-20.0%
IDXX vs WOLF
+44.0%
-64.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -0.4% |
| 7D | -5.7% | -8.6% | +2.8% | -5.6% |
| 30D | -11.5% | -18.3% | +6.7% | -11.3% |
| 3M | -9.5% | -43.1% | +33.5% | -8.6% |
| 6M | -16.0% | +42.4% | -58.4% | -19.8% |
| YTD | -25.4% | +48.9% | -74.3% | -28.8% |
| All | -20.0% | +44.0% | -64.0% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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