+1,045.4%
ILMN vs WCC
+3,848.3%
-2,802.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.4% | -2.7% |
| 7D | +1.2% | +4.5% | -3.3% | -0.1% |
| 30D | +9.2% | -5.8% | +15.0% | +11.0% |
| 3M | +29.8% | -3.7% | +33.5% | +30.1% |
| 6M | +69.2% | +23.1% | +46.1% | +56.6% |
| YTD | +66.4% | +44.2% | +22.2% | +45.9% |
| 1Y | +123.4% | +62.1% | +61.3% | +89.0% |
| 3Y | +33.2% | +121.1% | -88.0% | -1.1% |
| 5Y | -52.0% | +214.0% | -265.9% | -69.1% |
| 10Y | +33.6% | +472.8% | -439.2% | -36.2% |
| All | +1,045.4% | +3,848.3% | -2,802.9% | +134.7% |
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