+71.8%
ILMN vs WAB
+44.7%
+27.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +0.7% | +7.9% | -7.2% | -2.0% |
| 30D | -22.7% | +4.9% | -27.6% | -23.8% |
| 3M | +8.6% | +1.8% | +6.8% | +7.7% |
| 6M | +43.8% | +12.0% | +31.9% | +40.6% |
| YTD | +59.8% | +41.3% | +18.5% | +41.2% |
| 1Y | +71.8% | +43.8% | +28.0% | +50.6% |
| All | +71.8% | +44.7% | +27.1% | +50.6% |
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