-6.9%
IDXX vs WSM
+35.8%
-42.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.3% | -2.1% |
| 7D | +16.4% | -0.5% | +16.9% | +16.8% |
| 30D | +30.1% | +7.1% | +23.1% | +27.0% |
| 3M | +14.7% | +4.5% | +10.2% | +12.8% |
| 6M | +19.1% | +44.4% | -25.2% | +4.6% |
| YTD | -0.9% | +46.8% | -47.6% | -11.5% |
| 1Y | -6.9% | +31.7% | -38.6% | -15.8% |
| All | -6.9% | +35.8% | -42.6% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling