+73.7%
ILMN vs WCC
+26.8%
+46.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.2% | -1.9% |
| 7D | -6.0% | +3.3% | -9.3% | -6.9% |
| 30D | -23.0% | -9.4% | -13.6% | -21.1% |
| 3M | +10.4% | -10.5% | +20.9% | +13.2% |
| 6M | +49.4% | -10.4% | +59.8% | +52.4% |
| YTD | +62.3% | +34.4% | +27.9% | +44.2% |
| 1Y | +73.7% | +27.7% | +46.0% | +56.5% |
| All | +73.7% | +26.8% | +46.9% | +56.5% |
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