-15.4%
IDXX vs WST
+43.4%
-58.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.8% | -2.0% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | -13.7% | -2.0% | -11.6% | -13.4% |
| 3M | -9.1% | +4.1% | -13.1% | -10.1% |
| 6M | -15.4% | +47.4% | -62.8% | -29.6% |
| All | -15.4% | +43.4% | -58.8% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 6mo: compounded portfolio wealth divided by compounded WST 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…
6mo analysis · Full analysis span regression · 6 months rolling