+3,612.3%
WEC vs IDXX
+53,734.7%
-50,122.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.6% | -5.7% | +5.2% | -0.1% |
| 30D | -2.6% | -11.5% | +8.9% | -1.7% |
| 3M | -6.0% | -9.5% | +3.5% | -5.4% |
| 6M | -5.4% | -16.0% | +10.5% | -4.3% |
| YTD | +2.5% | -25.4% | +27.9% | +4.7% |
| 1Y | -0.7% | -21.8% | +21.1% | +0.8% |
| 3Y | +38.7% | +7.0% | +31.7% | +35.9% |
| 5Y | +31.7% | -26.0% | +57.6% | +31.6% |
| 10Y | +146.5% | +358.9% | -212.4% | +113.2% |
| All | +3,612.3% | +53,734.7% | -50,122.4% | +2,494.4% |
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 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