-23.0%
IDXX vs WWD
+184.1%
-207.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.8% |
| 7D | -5.7% | -2.6% | -3.1% | -4.9% |
| 30D | -11.5% | -6.9% | -4.6% | -9.7% |
| 3M | -9.5% | -13.0% | +3.5% | -6.2% |
| 6M | -16.0% | -12.5% | -3.5% | -13.4% |
| YTD | -25.4% | +11.8% | -37.2% | -29.8% |
| 1Y | -21.8% | +41.1% | -62.8% | -32.8% |
| 3Y | +7.0% | +163.1% | -156.0% | -30.0% |
| All | -23.0% | +184.1% | -207.1% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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