+115.0%
ILMN vs WAT
+32.5%
+82.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.4% |
| 7D | +1.9% | -0.7% | +2.6% | +2.3% |
| 30D | +12.3% | -1.0% | +13.3% | +13.0% |
| 3M | +33.5% | +10.9% | +22.7% | +26.7% |
| 6M | +69.4% | +33.2% | +36.2% | +45.8% |
| YTD | +60.9% | +6.1% | +54.8% | +56.2% |
| 1Y | +115.0% | +30.2% | +84.7% | +66.4% |
| All | +115.0% | +32.5% | +82.5% | +66.4% |
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