+1,045.4%
ILMN vs GWW
+6,336.6%
-5,291.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.0% |
| 7D | +1.2% | +1.4% | -0.2% | +0.6% |
| 30D | +9.2% | +3.3% | +5.9% | +7.5% |
| 3M | +29.8% | +2.9% | +26.9% | +27.7% |
| 6M | +69.2% | +15.8% | +53.4% | +57.1% |
| YTD | +66.4% | +32.0% | +34.3% | +44.5% |
| 1Y | +123.4% | +29.9% | +93.5% | +95.7% |
| 3Y | +33.2% | +91.1% | -57.9% | -3.0% |
| 5Y | -52.0% | +223.9% | -275.9% | -72.9% |
| 10Y | +33.6% | +567.0% | -533.4% | -50.5% |
| All | +1,045.4% | +6,336.6% | -5,291.2% | +31.2% |
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