+59.7%
ILMN vs NWSA
+149.3%
-89.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | -9.8% | -9.7% | -0.1% | -5.9% |
| 30D | -22.7% | -8.6% | -14.1% | -20.0% |
| 3M | +12.1% | -6.3% | +18.3% | +14.7% |
| 6M | +51.5% | -1.2% | +52.7% | +50.5% |
| YTD | +63.9% | +2.6% | +61.2% | +59.9% |
| 1Y | +76.6% | 0.0% | +76.5% | +74.2% |
| 3Y | +124.6% | +30.1% | +94.5% | +98.0% |
| 5Y | -42.7% | +18.3% | -61.0% | -48.9% |
| 10Y | +59.7% | +149.3% | -89.7% | +13.6% |
| All | +59.7% | +149.3% | -89.7% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling