+5,940.3%
WMB vs IDXX
+53,929.9%
-47,989.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.8% |
| 7D | -1.7% | -4.3% | +2.6% | -0.9% |
| 30D | +0.7% | -13.7% | +14.4% | +3.4% |
| 3M | +1.5% | -9.1% | +10.6% | +3.0% |
| 6M | +0.1% | -15.4% | +15.5% | +2.6% |
| YTD | +22.9% | -25.1% | +48.0% | +28.7% |
| 1Y | +27.9% | -20.6% | +48.5% | +31.9% |
| 3Y | +139.1% | +8.7% | +130.4% | +127.0% |
| 5Y | +270.9% | -25.7% | +296.6% | +270.1% |
| 10Y | +300.4% | +360.6% | -60.2% | +175.0% |
| All | +5,940.3% | +53,929.9% | -47,989.6% | +2,591.2% |
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