+93.9%
ILMN vs WAB
+46.5%
+47.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.2% |
| 7D | -21.6% | +4.5% | -26.1% | -22.5% |
| 30D | -22.9% | +1.1% | -23.9% | -23.1% |
| 3M | +11.6% | -1.3% | +12.9% | +11.5% |
| 6M | +62.5% | +12.7% | +49.8% | +59.1% |
| YTD | +72.7% | +38.7% | +34.0% | +53.8% |
| 1Y | +93.9% | +44.9% | +48.9% | +68.5% |
| All | +93.9% | +46.5% | +47.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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