+27.6%
ILMN vs WCC
+509.2%
-481.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -4.0% |
| 7D | +1.9% | +8.5% | -6.6% | -0.5% |
| 30D | +12.3% | -1.0% | +13.3% | +12.4% |
| 3M | +33.5% | +2.1% | +31.4% | +31.5% |
| 6M | +69.4% | +36.8% | +32.5% | +52.4% |
| YTD | +60.9% | +47.7% | +13.2% | +40.6% |
| 1Y | +115.0% | +66.5% | +48.5% | +81.2% |
| 3Y | +37.0% | +134.2% | -97.1% | +1.1% |
| 5Y | -53.1% | +231.6% | -284.8% | -69.6% |
| 10Y | +27.6% | +508.1% | -480.5% | -34.3% |
| All | +27.6% | +509.2% | -481.6% | -34.3% |
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