-45.5%
ILMN vs WAB
+203.5%
-249.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +1.5% |
| 7D | -9.7% | +1.4% | -11.1% | -10.3% |
| 30D | -20.4% | +0.4% | -20.8% | -20.2% |
| 3M | +10.0% | -3.8% | +13.9% | +12.8% |
| 6M | +49.5% | +5.1% | +44.4% | +44.9% |
| YTD | +62.5% | +33.3% | +29.2% | +35.7% |
| 1Y | +76.0% | +39.8% | +36.2% | +42.8% |
| 3Y | +94.2% | +161.1% | -66.9% | +2.1% |
| All | -45.5% | +203.5% | -249.0% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling