+140.0%
WBD vs IDXX
-16.0%
+156.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -1.8% | -3.5% | +1.7% | -1.7% |
| 30D | +8.8% | -8.4% | +17.2% | +8.9% |
| 3M | +4.6% | -5.2% | +9.8% | +4.8% |
| 6M | +1.1% | -17.5% | +18.5% | +1.6% |
| YTD | -2.0% | -20.9% | +18.9% | -1.2% |
| 1Y | +140.0% | -16.4% | +156.4% | +142.9% |
| All | +140.0% | -16.0% | +156.1% | +142.9% |
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