+56.0%
ILMN vs WAB
+266.7%
-210.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -2.9% | +5.1% | -7.9% | -4.6% |
| 30D | -23.8% | +4.0% | -27.8% | -24.7% |
| 3M | +7.5% | +0.1% | +7.4% | +7.7% |
| 6M | +42.8% | +12.8% | +30.0% | +36.3% |
| YTD | +57.8% | +40.1% | +17.8% | +38.3% |
| 1Y | +72.6% | +46.4% | +26.2% | +48.8% |
| 3Y | +129.3% | +167.4% | -38.0% | +58.3% |
| 5Y | -44.5% | +215.0% | -259.5% | -63.9% |
| All | +56.0% | +266.7% | -210.6% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling