+352.1%
IDXX vs WY
+7.6%
+344.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -5.7% | -4.2% | -1.6% | -4.2% |
| 30D | -11.5% | -10.1% | -1.5% | -7.9% |
| 3M | -9.5% | -8.5% | -1.0% | -6.6% |
| 6M | -16.0% | -3.3% | -12.6% | -15.2% |
| YTD | -25.4% | -4.4% | -21.0% | -24.8% |
| 1Y | -21.8% | -11.5% | -10.3% | -18.9% |
| 3Y | +7.0% | -24.3% | +31.4% | +16.6% |
| 5Y | -26.0% | -21.3% | -4.6% | -20.0% |
| All | +352.1% | +7.6% | +344.5% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling