+302.8%
WM vs IDXX
+360.5%
-57.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.1% | -5.7% | +3.6% | -1.1% |
| 30D | -5.3% | -11.5% | +6.3% | -3.2% |
| 3M | -2.0% | -9.5% | +7.5% | -0.4% |
| 6M | -8.6% | -16.0% | +7.4% | -6.1% |
| YTD | -1.6% | -25.4% | +23.8% | +3.1% |
| 1Y | -1.2% | -21.8% | +20.6% | +2.2% |
| 3Y | +41.9% | +7.0% | +34.9% | +34.3% |
| 5Y | +49.6% | -26.0% | +75.5% | +51.2% |
| All | +302.8% | +360.5% | -57.7% | +150.4% |
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