+115.0%
ILMN vs WAB
+47.5%
+67.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.4% |
| 7D | +1.9% | +1.7% | +0.2% | +1.5% |
| 30D | +12.3% | -2.4% | +14.7% | +12.9% |
| 3M | +33.5% | +9.7% | +23.9% | +30.4% |
| 6M | +69.4% | +16.5% | +52.8% | +61.0% |
| YTD | +60.9% | +33.7% | +27.2% | +41.0% |
| 1Y | +115.0% | +49.7% | +65.3% | +78.0% |
| All | +115.0% | +47.5% | +67.4% | +78.0% |
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 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