+1,045.4%
ILMN vs WAB
+6,312.3%
-5,266.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +1.2% | -3.2% | +4.4% | +2.5% |
| 30D | +9.2% | -4.4% | +13.6% | +11.2% |
| 3M | +29.8% | +7.9% | +22.0% | +25.4% |
| 6M | +69.2% | +8.7% | +60.5% | +62.2% |
| YTD | +66.4% | +33.0% | +33.4% | +46.8% |
| 1Y | +123.4% | +46.7% | +76.8% | +89.6% |
| 3Y | +33.2% | +153.0% | -119.8% | -9.6% |
| 5Y | -52.0% | +222.3% | -274.2% | -70.5% |
| 10Y | +33.6% | +291.0% | -257.4% | -31.4% |
| All | +1,045.4% | +6,312.3% | -5,266.9% | +62.4% |
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 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