+7.0%
IDXX vs WTW
+61.9%
-54.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -5.7% | -5.7% | 0.0% | -4.8% |
| 30D | -11.5% | -7.3% | -4.3% | -10.4% |
| 3M | -9.5% | +21.5% | -31.0% | -12.4% |
| 6M | -16.0% | +9.6% | -25.6% | -17.6% |
| YTD | -25.4% | -3.3% | -22.1% | -25.5% |
| 1Y | -21.8% | -6.1% | -15.6% | -21.6% |
| 3Y | +7.0% | +61.8% | -54.8% | +5.9% |
| All | +7.0% | +61.9% | -54.9% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling