+6,357.9%
WFC vs IDXX
+53,734.7%
-47,376.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.4% | -5.7% | +6.1% | +1.4% |
| 30D | +1.5% | -11.5% | +13.1% | +3.6% |
| 3M | +10.2% | -9.5% | +19.7% | +11.9% |
| 6M | +18.8% | -16.0% | +34.7% | +22.0% |
| YTD | -1.5% | -25.4% | +23.9% | +3.1% |
| 1Y | +13.5% | -21.8% | +35.3% | +17.6% |
| 3Y | +135.0% | +7.0% | +127.9% | +126.7% |
| 5Y | +130.1% | -26.0% | +156.0% | +132.1% |
| 10Y | +144.1% | +358.9% | -214.9% | +79.3% |
| All | +6,357.9% | +53,734.7% | -47,376.8% | +2,996.9% |
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 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