+1,058.8%
ILMN vs WCC
+3,460.4%
-2,401.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +1.2% |
| 7D | -2.6% | -5.7% | +3.1% | -0.9% |
| 30D | -20.6% | -13.5% | -7.2% | -16.9% |
| 3M | +17.5% | -12.9% | +30.3% | +22.2% |
| 6M | +55.6% | -10.7% | +66.3% | +59.1% |
| YTD | +68.3% | +30.0% | +38.3% | +52.3% |
| 1Y | +81.1% | +24.7% | +56.4% | +65.7% |
| 3Y | +112.2% | +136.6% | -24.4% | +54.8% |
| 5Y | -42.6% | +143.9% | -186.5% | -60.1% |
| 10Y | +70.5% | +465.9% | -395.5% | -18.2% |
| All | +1,058.8% | +3,460.4% | -2,401.6% | +145.0% |
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