+139.3%
SW vs IDXX
+353.9%
-214.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.8% |
| 7D | -2.6% | -4.6% | +2.0% | -1.6% |
| 30D | -7.5% | -11.3% | +3.8% | -5.2% |
| 3M | +10.3% | -7.3% | +17.6% | +12.0% |
| 6M | +5.4% | -14.5% | +19.9% | +8.7% |
| YTD | +17.9% | -23.1% | +41.0% | +23.8% |
| 1Y | -2.4% | -20.3% | +17.9% | +1.6% |
| 3Y | +28.7% | +11.7% | +17.0% | +23.1% |
| 5Y | -5.7% | -24.4% | +18.7% | -6.0% |
| 10Y | +139.3% | +355.5% | -216.2% | +91.3% |
| All | +139.3% | +353.9% | -214.6% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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