+999.9%
ILMN vs WAT
+639.9%
+360.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.6% |
| 7D | +0.7% | +2.0% | -1.3% | -0.2% |
| 30D | -22.7% | +7.7% | -30.4% | -25.1% |
| 3M | +8.6% | +11.1% | -2.4% | +4.0% |
| 6M | +43.8% | +31.2% | +12.6% | +26.5% |
| YTD | +59.8% | +21.7% | +38.1% | +43.6% |
| 1Y | +71.8% | +19.3% | +52.5% | +56.0% |
| 3Y | +119.0% | +80.6% | +38.4% | +58.2% |
| 5Y | -43.8% | +29.5% | -73.3% | -52.4% |
| 10Y | +56.4% | +225.3% | -168.9% | -16.6% |
| All | +999.9% | +639.9% | +360.0% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling