+59.7%
ILMN vs GWW
+663.6%
-603.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.3% |
| 7D | -9.8% | +5.5% | -15.3% | -11.7% |
| 30D | -22.7% | +14.4% | -37.1% | -26.6% |
| 3M | +12.1% | +13.7% | -1.7% | +6.6% |
| 6M | +51.5% | +20.1% | +31.4% | +40.7% |
| YTD | +63.9% | +47.1% | +16.8% | +39.7% |
| 1Y | +76.6% | +56.2% | +20.3% | +47.0% |
| 3Y | +124.6% | +90.5% | +34.1% | +73.7% |
| 5Y | -42.7% | +221.2% | -263.9% | -63.6% |
| 10Y | +59.7% | +648.4% | -588.7% | -16.9% |
| All | +59.7% | +663.6% | -603.9% | -16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling