+1,017.6%
ILMN vs GWW
+7,136.5%
-6,118.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -6.0% | 0.0% | -6.0% | -6.0% |
| 30D | -23.0% | +14.0% | -37.0% | -27.6% |
| 3M | +10.4% | +14.4% | -4.0% | +3.6% |
| 6M | +49.4% | +21.7% | +27.7% | +35.8% |
| YTD | +62.3% | +48.4% | +13.9% | +33.5% |
| 1Y | +73.7% | +58.4% | +15.3% | +38.6% |
| 3Y | +122.5% | +92.3% | +30.2% | +61.7% |
| 5Y | -43.2% | +221.8% | -265.0% | -67.8% |
| 10Y | +59.0% | +657.6% | -598.6% | -44.6% |
| All | +1,017.6% | +7,136.5% | -6,118.9% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling