+452.3%
EWT vs ILMN
+54.3%
+398.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +9.1% | -2.9% | +12.0% | +9.8% |
| 30D | -12.2% | -23.8% | +11.6% | -7.6% |
| 3M | -9.4% | +7.5% | -16.9% | -11.2% |
| 6M | +2.7% | +42.8% | -40.1% | -5.1% |
| YTD | +53.3% | +57.8% | -4.5% | +37.9% |
| 1Y | +59.2% | +72.6% | -13.4% | +40.6% |
| 3Y | +157.1% | +129.3% | +27.8% | +106.0% |
| 5Y | +119.6% | -44.5% | +164.1% | +129.0% |
| All | +452.3% | +54.3% | +398.0% | +365.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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