+81.4%
ILMN vs WAB
+45.2%
+36.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.6% | +1.7% |
| 7D | -2.6% | +4.0% | -6.5% | -3.7% |
| 30D | -20.6% | +4.5% | -25.1% | -21.5% |
| 3M | +17.5% | +2.3% | +15.2% | +16.6% |
| 6M | +55.6% | +12.5% | +43.1% | +52.2% |
| YTD | +68.3% | +40.2% | +28.1% | +49.9% |
| All | +81.4% | +45.2% | +36.2% | +60.4% |
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