-45.5%
ILMN vs WCC
+117.0%
-162.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.7% |
| 7D | -9.7% | -14.7% | +5.0% | -4.6% |
| 30D | -20.4% | -20.1% | -0.3% | -13.8% |
| 3M | +10.0% | -21.2% | +31.2% | +19.1% |
| 6M | +49.5% | -19.2% | +68.6% | +58.7% |
| YTD | +62.5% | +20.2% | +42.3% | +47.9% |
| 1Y | +76.0% | +14.5% | +61.5% | +62.7% |
| 3Y | +94.2% | +115.1% | -21.0% | +36.3% |
| All | -45.5% | +117.0% | -162.5% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling