+58.0%
ILMN vs WCC
+440.3%
-382.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.7% | +14.2% | -13.5% | -3.1% |
| 30D | -22.7% | -9.8% | -12.9% | -20.2% |
| 3M | +8.6% | -10.1% | +18.7% | +11.9% |
| 6M | +43.8% | -9.4% | +53.2% | +46.4% |
| YTD | +59.8% | +34.4% | +25.4% | +43.6% |
| 1Y | +71.8% | +23.3% | +48.5% | +58.1% |
| 3Y | +119.0% | +137.9% | -18.9% | +61.8% |
| 5Y | -43.8% | +144.0% | -187.8% | -60.4% |
| All | +58.0% | +440.3% | -382.3% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling