+218.7%
ILMN vs NWSA
+127.4%
+91.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.8% |
| 7D | +1.2% | -1.9% | +3.1% | +2.1% |
| 30D | +9.2% | +4.6% | +4.6% | +7.0% |
| 3M | +29.8% | +13.2% | +16.6% | +22.3% |
| 6M | +69.2% | +27.0% | +42.2% | +50.9% |
| YTD | +66.4% | +16.8% | +49.5% | +54.1% |
| 1Y | +123.4% | +4.5% | +118.9% | +116.5% |
| 3Y | +33.2% | +46.2% | -13.1% | +11.7% |
| 5Y | -52.0% | +40.9% | -92.9% | -60.0% |
| 10Y | +33.6% | +145.1% | -111.5% | -16.1% |
| All | +218.7% | +127.4% | +91.2% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling