+349.8%
WELL vs IDXX
+360.5%
-10.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.2% | -5.7% | +5.5% | +1.0% |
| 30D | +2.3% | -11.5% | +13.9% | +4.8% |
| 3M | +12.3% | -9.5% | +21.8% | +14.3% |
| 6M | +15.6% | -16.0% | +31.5% | +19.1% |
| YTD | +28.3% | -25.4% | +53.7% | +35.3% |
| 1Y | +41.9% | -21.8% | +63.7% | +47.5% |
| 3Y | +198.3% | +7.0% | +191.3% | +180.4% |
| 5Y | +206.4% | -26.0% | +232.4% | +206.0% |
| All | +349.8% | +360.5% | -10.7% | +189.4% |
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