+93.9%
ILMN vs WCC
+24.5%
+69.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.9% | +5.0% | -2.4% |
| 7D | -21.6% | -8.8% | -12.8% | -19.3% |
| 30D | -22.9% | -16.0% | -6.9% | -19.7% |
| 3M | +11.6% | -15.2% | +26.8% | +15.9% |
| 6M | +62.5% | -8.4% | +70.9% | +65.5% |
| YTD | +72.7% | +30.1% | +42.6% | +54.7% |
| 1Y | +93.9% | +26.4% | +67.4% | +74.1% |
| All | +93.9% | +24.5% | +69.4% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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