-23.0%
IDXX vs WSM
+175.3%
-198.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -5.7% | -0.5% | -5.2% | -5.6% |
| 30D | -11.5% | -7.7% | -3.8% | -9.3% |
| 3M | -9.5% | +3.8% | -13.3% | -10.6% |
| 6M | -16.0% | +22.7% | -38.6% | -21.3% |
| YTD | -25.4% | +28.0% | -53.4% | -31.2% |
| 1Y | -21.8% | +12.7% | -34.5% | -25.4% |
| 3Y | +7.0% | +231.3% | -224.2% | -33.9% |
| All | -23.0% | +175.3% | -198.2% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling