+108.7%
ILMN vs GWW
+29.4%
+79.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | +6.9% | -1.4% | +8.3% | +7.3% |
| 3M | +28.1% | -3.6% | +31.7% | +28.8% |
| 6M | +65.0% | +15.1% | +49.8% | +55.6% |
| YTD | +56.3% | +27.5% | +28.8% | +33.4% |
| 1Y | +108.7% | +29.6% | +79.1% | +77.2% |
| All | +108.7% | +29.4% | +79.4% | +77.2% |
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