-3.0%
IDXX vs WTW
+5.8%
-8.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.0% | +1.0% | +3.3% |
| 7D | +24.1% | +4.9% | +19.2% | +22.9% |
| 30D | +32.5% | +17.1% | +15.4% | +28.8% |
| 3M | +18.8% | -0.3% | +19.1% | +18.5% |
| 6M | +24.0% | +30.7% | -6.6% | +18.4% |
| YTD | +3.3% | +3.7% | -0.5% | +1.3% |
| All | -3.0% | +5.8% | -8.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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