+41.2%
ILMN vs NWSA
+46.6%
-5.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.5% |
| 7D | +1.2% | -1.9% | +3.1% | +2.3% |
| 30D | +9.2% | +4.6% | +4.6% | +6.4% |
| 3M | +29.8% | +13.2% | +16.6% | +19.9% |
| 6M | +69.2% | +27.0% | +42.2% | +44.2% |
| YTD | +66.4% | +16.8% | +49.5% | +49.6% |
| 1Y | +123.4% | +4.5% | +118.9% | +114.5% |
| All | +41.2% | +46.6% | -5.4% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling