+7.0%
IDXX vs WU
-28.7%
+35.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -5.7% | -3.5% | -2.2% | -4.9% |
| 30D | -11.5% | -2.9% | -8.6% | -10.9% |
| 3M | -9.5% | -2.3% | -7.3% | -10.1% |
| 6M | -16.0% | -25.4% | +9.4% | -9.9% |
| YTD | -25.4% | -21.2% | -4.2% | -21.5% |
| 1Y | -21.8% | -8.9% | -12.9% | -22.1% |
| 3Y | +7.0% | -29.0% | +36.0% | +14.0% |
| All | +7.0% | -28.7% | +35.8% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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