+132.2%
ILMN vs WAT
+83.1%
+49.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.5% |
| 7D | +0.7% | +2.0% | -1.3% | -0.4% |
| 30D | -22.7% | +7.7% | -30.4% | -25.4% |
| 3M | +8.6% | +11.1% | -2.4% | +3.5% |
| 6M | +43.8% | +31.2% | +12.6% | +25.2% |
| YTD | +59.8% | +21.7% | +38.1% | +42.9% |
| 1Y | +71.8% | +19.3% | +52.5% | +55.3% |
| All | +132.2% | +83.1% | +49.0% | +46.7% |
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