-43.8%
ILMN vs WAT
+28.6%
-72.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -2.9% | +0.6% | -3.5% | -3.2% |
| 30D | -23.8% | +5.4% | -29.2% | -25.8% |
| 3M | +7.5% | +11.3% | -3.8% | +1.7% |
| 6M | +42.8% | +37.4% | +5.3% | +18.9% |
| YTD | +57.8% | +21.2% | +36.7% | +39.1% |
| 1Y | +72.6% | +21.3% | +51.3% | +51.9% |
| 3Y | +129.3% | +83.4% | +46.0% | +44.5% |
| All | -43.8% | +28.6% | -72.4% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling