+93.9%
ILMN vs GWW
+55.5%
+38.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.5% | -11.4% | -5.5% |
| 7D | -21.6% | +11.1% | -32.6% | -22.5% |
| 30D | -22.9% | +15.7% | -38.6% | -24.2% |
| 3M | +11.6% | +14.8% | -3.2% | +9.8% |
| 6M | +62.5% | +30.9% | +31.6% | +57.3% |
| YTD | +72.7% | +48.5% | +24.2% | +60.7% |
| 1Y | +93.9% | +57.1% | +36.8% | +75.6% |
| All | +93.9% | +55.5% | +38.4% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling