+352.1%
IDXX vs WSM
+1,071.8%
-719.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -5.7% | -0.5% | -5.2% | -5.6% |
| 30D | -11.5% | -7.7% | -3.8% | -9.8% |
| 3M | -9.5% | +3.8% | -13.3% | -10.4% |
| 6M | -16.0% | +22.7% | -38.6% | -20.2% |
| YTD | -25.4% | +28.0% | -53.4% | -30.1% |
| 1Y | -21.8% | +12.7% | -34.5% | -24.6% |
| 3Y | +7.0% | +231.3% | -224.2% | -23.9% |
| 5Y | -26.0% | +177.2% | -203.1% | -46.9% |
| All | +352.1% | +1,071.8% | -719.7% | +135.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling