+93.9%
ILMN vs NWSA
+18.2%
+75.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.7% | -8.6% | -6.0% |
| 7D | -21.6% | +4.3% | -25.8% | -22.5% |
| 30D | -22.9% | +5.6% | -28.4% | -24.4% |
| 3M | +11.6% | +7.3% | +4.3% | +8.8% |
| 6M | +62.5% | +18.8% | +43.7% | +49.5% |
| YTD | +72.7% | +17.9% | +54.8% | +58.5% |
| 1Y | +93.9% | +19.3% | +74.5% | +77.0% |
| All | +93.9% | +18.2% | +75.6% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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