+27.6%
ILMN vs WAT
+153.6%
-126.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.3% |
| 7D | +1.9% | -0.7% | +2.6% | +2.4% |
| 30D | +12.3% | -1.0% | +13.3% | +13.1% |
| 3M | +33.5% | +10.9% | +22.7% | +25.6% |
| 6M | +69.4% | +33.2% | +36.2% | +41.3% |
| YTD | +60.9% | +6.1% | +54.8% | +52.3% |
| 1Y | +115.0% | +30.2% | +84.7% | +79.5% |
| 3Y | +37.0% | +52.9% | -15.9% | -0.6% |
| 5Y | -53.1% | -5.1% | -48.0% | -55.3% |
| 10Y | +27.6% | +152.6% | -125.0% | -32.6% |
| All | +27.6% | +153.6% | -126.0% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WAT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling