+3,139.9%
IDXX vs WPM
+5,933.8%
-2,793.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -0.6% |
| 7D | -5.7% | -0.6% | -5.2% | -5.7% |
| 30D | -11.5% | +14.4% | -26.0% | -13.3% |
| 3M | -9.5% | +37.0% | -46.5% | -13.7% |
| 6M | -16.0% | +4.1% | -20.1% | -17.2% |
| YTD | -25.4% | +31.7% | -57.1% | -29.1% |
| 1Y | -21.8% | +44.2% | -65.9% | -26.8% |
| 3Y | +7.0% | +265.5% | -258.5% | -12.5% |
| 5Y | -26.0% | +262.5% | -288.5% | -40.0% |
| 10Y | +358.9% | +539.8% | -180.9% | +236.0% |
| All | +3,139.9% | +5,933.8% | -2,793.9% | +1,447.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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