+58.0%
ILMN vs WAT
+223.8%
-165.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.4% |
| 7D | +0.7% | +2.0% | -1.3% | -0.5% |
| 30D | -22.7% | +7.7% | -30.4% | -25.6% |
| 3M | +8.6% | +11.1% | -2.4% | +3.1% |
| 6M | +43.8% | +31.2% | +12.6% | +23.3% |
| YTD | +59.8% | +21.7% | +38.1% | +40.5% |
| 1Y | +71.8% | +19.3% | +52.5% | +52.9% |
| 3Y | +119.0% | +80.6% | +38.4% | +44.9% |
| 5Y | -43.8% | +29.5% | -73.3% | -54.9% |
| All | +58.0% | +223.8% | -165.9% | -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