+1,188.5%
WDC vs IDXX
+360.5%
+828.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -4.3% | -5.7% | +1.4% | -2.0% |
| 30D | -1.5% | -11.5% | +10.1% | +3.2% |
| 3M | -15.5% | -9.5% | -5.9% | -13.5% |
| 6M | +66.5% | -16.0% | +82.4% | +75.1% |
| YTD | +159.9% | -25.4% | +185.3% | +187.0% |
| 1Y | +366.0% | -21.8% | +387.7% | +399.8% |
| 3Y | +1,285.8% | +7.0% | +1,278.8% | +1,104.9% |
| 5Y | +925.6% | -26.0% | +951.5% | +927.9% |
| All | +1,188.5% | +360.5% | +828.1% | +451.4% |
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