+70.5%
ILMN vs WAT
+232.2%
-161.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +1.0% |
| 7D | -2.6% | +6.0% | -8.6% | -5.9% |
| 30D | -20.6% | +9.9% | -30.5% | -24.6% |
| 3M | +17.5% | +17.2% | +0.3% | +7.9% |
| 6M | +55.6% | +34.2% | +21.4% | +31.5% |
| YTD | +68.3% | +25.5% | +42.8% | +45.3% |
| 1Y | +81.1% | +28.3% | +52.9% | +54.1% |
| 3Y | +112.2% | +88.4% | +23.8% | +36.6% |
| 5Y | -42.6% | +36.1% | -78.7% | -55.3% |
| 10Y | +70.5% | +234.8% | -164.3% | -20.9% |
| All | +70.5% | +232.2% | -161.7% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling