+49.8%
WM vs IDXX
-25.5%
+75.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -3.1% | -4.3% | +1.2% | -2.7% |
| 30D | -5.3% | -13.7% | +8.3% | -3.8% |
| 3M | -4.2% | -9.1% | +4.8% | -3.3% |
| 6M | -8.1% | -15.4% | +7.4% | -6.5% |
| YTD | -1.4% | -25.1% | +23.7% | +1.5% |
| 1Y | +0.2% | -20.6% | +20.8% | +2.3% |
| 3Y | +43.1% | +8.7% | +34.3% | +37.2% |
| 5Y | +49.8% | -25.7% | +75.5% | +50.4% |
| All | +49.8% | -25.5% | +75.3% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling