+59.0%
ILMN vs WAT
+230.7%
-171.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.3% |
| 7D | -6.0% | +0.7% | -6.7% | -6.3% |
| 30D | -23.0% | +9.0% | -32.0% | -26.5% |
| 3M | +10.4% | +13.5% | -3.1% | +3.4% |
| 6M | +49.4% | +35.3% | +14.1% | +25.8% |
| YTD | +62.3% | +24.0% | +38.4% | +41.2% |
| 1Y | +73.7% | +22.0% | +51.7% | +52.5% |
| 3Y | +122.5% | +84.0% | +38.5% | +45.5% |
| 5Y | -43.2% | +34.4% | -77.5% | -55.4% |
| 10Y | +59.0% | +231.4% | -172.5% | -25.5% |
| All | +59.0% | +230.7% | -171.8% | -25.5% |
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