+41.2%
ILMN vs WAB
+162.1%
-120.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +1.2% | -3.2% | +4.4% | +2.6% |
| 30D | +9.2% | -4.4% | +13.6% | +11.3% |
| 3M | +29.8% | +7.9% | +22.0% | +25.0% |
| 6M | +69.2% | +8.7% | +60.5% | +61.3% |
| YTD | +66.4% | +33.0% | +33.4% | +42.5% |
| 1Y | +123.4% | +46.7% | +76.8% | +81.7% |
| All | +41.2% | +162.1% | -120.8% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling