+298.4%
WMB vs IDXX
+360.5%
-62.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -1.0% | -5.7% | +4.7% | 0.0% |
| 30D | -0.4% | -11.5% | +11.1% | +1.8% |
| 3M | +3.2% | -9.5% | +12.8% | +4.8% |
| 6M | +0.1% | -16.0% | +16.0% | +2.8% |
| YTD | +23.9% | -25.4% | +49.3% | +29.9% |
| 1Y | +27.6% | -21.8% | +49.4% | +32.0% |
| 3Y | +141.9% | +7.0% | +134.9% | +127.0% |
| 5Y | +273.8% | -26.0% | +299.7% | +275.4% |
| All | +298.4% | +360.5% | -62.1% | +124.1% |
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