+40.7%
ILMN vs WAT
+46.1%
-5.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.0% |
| 7D | +1.2% | -1.3% | +2.5% | +2.0% |
| 30D | +9.2% | +2.3% | +6.8% | +7.9% |
| 3M | +29.8% | +8.7% | +21.1% | +24.0% |
| 6M | +69.2% | +28.3% | +40.9% | +46.4% |
| YTD | +66.4% | +7.8% | +58.6% | +57.3% |
| 1Y | +123.4% | +36.6% | +86.8% | +83.7% |
| All | +40.7% | +46.1% | -5.4% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling