+81.4%
ILMN vs WCC
+23.3%
+58.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +1.3% |
| 7D | -2.6% | -5.7% | +3.1% | -1.1% |
| 30D | -20.6% | -13.5% | -7.2% | -17.7% |
| 3M | +17.5% | -12.9% | +30.3% | +21.5% |
| 6M | +55.6% | -10.7% | +66.3% | +59.2% |
| YTD | +68.3% | +30.0% | +38.3% | +51.2% |
| All | +81.4% | +23.3% | +58.1% | +65.9% |
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