-53.1%
ILMN vs GWW
+222.6%
-275.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.0% |
| 7D | +1.9% | -1.5% | +3.4% | +2.6% |
| 30D | +12.3% | +1.1% | +11.2% | +11.7% |
| 3M | +33.5% | -1.0% | +34.5% | +33.6% |
| 6M | +69.4% | +16.3% | +53.1% | +55.8% |
| YTD | +60.9% | +28.5% | +32.4% | +39.3% |
| 1Y | +115.0% | +30.3% | +84.7% | +85.0% |
| 3Y | +37.0% | +91.6% | -54.6% | -4.0% |
| 5Y | -53.1% | +224.0% | -277.1% | -75.8% |
| All | -53.1% | +222.6% | -275.8% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling