+70.5%
ILMN vs WAB
+305.5%
-235.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.6% | +1.7% |
| 7D | -2.6% | +4.0% | -6.5% | -3.8% |
| 30D | -20.6% | +4.5% | -25.1% | -21.7% |
| 3M | +17.5% | +2.3% | +15.2% | +16.9% |
| 6M | +55.6% | +12.5% | +43.1% | +48.7% |
| YTD | +68.3% | +40.2% | +28.1% | +47.5% |
| 1Y | +81.1% | +45.2% | +35.9% | +56.6% |
| 3Y | +112.2% | +171.8% | -59.6% | +45.5% |
| 5Y | -42.6% | +217.6% | -260.2% | -62.8% |
| 10Y | +70.5% | +285.3% | -214.8% | -4.0% |
| All | +70.5% | +305.5% | -235.0% | -4.0% |
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