+1.9%
WEC vs IDXX
-16.0%
+18.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -0.3% | -3.5% | +3.3% | -0.3% |
| 30D | -1.3% | -8.4% | +7.2% | -1.3% |
| 3M | -3.9% | -5.2% | +1.3% | -4.0% |
| 6M | -8.3% | -17.5% | +9.2% | -8.5% |
| YTD | +3.1% | -20.9% | +23.9% | +2.7% |
| 1Y | +1.9% | -16.4% | +18.3% | +2.6% |
| All | +1.9% | -16.0% | +18.0% | +2.6% |
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