+93.9%
ILMN vs WCN
+16.1%
+77.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.7% | -4.4% |
| 7D | -21.6% | +6.7% | -28.3% | -20.7% |
| 30D | -22.9% | +24.3% | -47.2% | -21.5% |
| 3M | +11.6% | +16.1% | -4.5% | +13.6% |
| 6M | +62.5% | +19.9% | +42.6% | +65.1% |
| YTD | +72.7% | +10.1% | +62.6% | +77.5% |
| 1Y | +93.9% | +14.4% | +79.4% | +98.6% |
| All | +93.9% | +16.1% | +77.8% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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