+35.0%
WAT vs IDXX
-20.8%
+55.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | -0.3% | -5.7% | +5.5% | +1.7% |
| 30D | -1.9% | -11.5% | +9.7% | +2.1% |
| 3M | +13.5% | -9.5% | +23.0% | +17.0% |
| 6M | +37.2% | -16.0% | +53.2% | +44.2% |
| YTD | +7.5% | -25.4% | +32.9% | +15.4% |
| 1Y | +35.0% | -21.8% | +56.8% | +46.8% |
| All | +35.0% | -20.8% | +55.8% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling