+76.6%
ILMN vs WAT
+26.7%
+49.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.5% |
| 7D | -9.8% | +3.4% | -13.2% | -11.5% |
| 30D | -22.7% | +9.6% | -32.4% | -25.9% |
| 3M | +12.1% | +15.5% | -3.4% | +5.1% |
| 6M | +51.5% | +33.9% | +17.6% | +33.5% |
| YTD | +63.9% | +25.2% | +38.7% | +46.2% |
| 1Y | +76.6% | +26.3% | +50.3% | +56.8% |
| All | +76.6% | +26.7% | +49.9% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling