+1,028.0%
ILMN vs WAB
+6,779.9%
-5,751.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.4% | -3.4% |
| 7D | -9.8% | +4.0% | -13.8% | -11.1% |
| 30D | -22.7% | +6.3% | -29.1% | -24.4% |
| 3M | +12.1% | +3.3% | +8.8% | +11.0% |
| 6M | +51.5% | +14.5% | +37.0% | +43.1% |
| YTD | +63.9% | +42.7% | +21.2% | +41.0% |
| 1Y | +76.6% | +45.2% | +31.4% | +50.9% |
| 3Y | +124.6% | +173.8% | -49.2% | +48.2% |
| 5Y | -42.7% | +223.8% | -266.5% | -64.7% |
| 10Y | +59.7% | +280.5% | -220.8% | -16.7% |
| All | +1,028.0% | +6,779.9% | -5,751.9% | +56.1% |
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