+1,018.6%
ILMN vs WAB
+6,328.8%
-5,310.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +1.7% |
| 7D | -9.7% | +1.4% | -11.1% | -10.1% |
| 30D | -20.4% | +0.4% | -20.8% | -20.3% |
| 3M | +10.0% | -3.8% | +13.9% | +12.1% |
| 6M | +49.5% | +5.1% | +44.4% | +46.1% |
| YTD | +62.5% | +33.3% | +29.2% | +43.7% |
| 1Y | +76.0% | +39.8% | +36.2% | +52.7% |
| 3Y | +94.2% | +161.1% | -66.9% | +30.6% |
| 5Y | -46.3% | +209.5% | -255.8% | -66.3% |
| 10Y | +62.7% | +293.8% | -231.1% | -16.4% |
| All | +1,018.6% | +6,328.8% | -5,310.2% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling