+10,521.9%
WAT vs IDXX
+4,965.3%
+5,556.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -2.9% | -4.3% | +1.4% | -1.9% |
| 30D | -3.2% | -13.7% | +10.4% | +0.1% |
| 3M | +10.6% | -9.1% | +19.6% | +12.8% |
| 6M | +34.0% | -15.4% | +49.5% | +39.1% |
| YTD | +5.7% | -25.1% | +30.9% | +12.7% |
| 1Y | +37.1% | -20.6% | +57.7% | +43.6% |
| 3Y | +52.4% | +8.7% | +43.6% | +46.3% |
| 5Y | -4.4% | -25.7% | +21.3% | -1.6% |
| 10Y | +165.8% | +360.6% | -194.8% | +88.7% |
| All | +10,521.9% | +4,965.3% | +5,556.6% | +4,489.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling