+1,018.6%
ILMN vs WCC
+3,192.7%
-2,174.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.8% |
| 7D | -9.7% | -14.7% | +5.0% | -5.3% |
| 30D | -20.4% | -20.1% | -0.3% | -14.6% |
| 3M | +10.0% | -21.2% | +31.2% | +18.0% |
| 6M | +49.5% | -19.2% | +68.6% | +57.5% |
| YTD | +62.5% | +20.2% | +42.3% | +50.5% |
| 1Y | +76.0% | +14.5% | +61.5% | +65.2% |
| 3Y | +94.2% | +115.1% | -21.0% | +45.8% |
| 5Y | -46.3% | +121.5% | -167.8% | -61.6% |
| 10Y | +62.7% | +468.1% | -405.4% | -22.1% |
| All | +1,018.6% | +3,192.7% | -2,174.1% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling