+3,292.3%
WM vs IDXX
+55,389.1%
-52,096.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | -0.2% |
| 7D | -0.9% | -4.6% | +3.7% | -0.4% |
| 30D | -4.3% | -11.3% | +7.0% | -3.0% |
| 3M | +0.8% | -7.3% | +8.1% | +1.6% |
| 6M | -10.8% | -14.5% | +3.7% | -9.3% |
| YTD | -0.1% | -23.1% | +23.1% | +2.7% |
| 1Y | +1.0% | -20.3% | +21.3% | +3.1% |
| 3Y | +45.1% | +11.7% | +33.4% | +40.3% |
| 5Y | +52.1% | -24.4% | +76.5% | +51.9% |
| 10Y | +302.9% | +355.5% | -52.6% | +225.1% |
| All | +3,292.3% | +55,389.1% | -52,096.8% | +2,217.3% |
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