+58.0%
ILMN vs WCN
+322.0%
-264.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | +0.7% | +1.2% | -0.4% | +0.1% |
| 30D | -22.7% | +26.4% | -49.2% | -32.7% |
| 3M | +8.6% | +17.5% | -8.9% | -1.5% |
| 6M | +43.8% | +28.7% | +15.1% | +22.8% |
| YTD | +59.8% | +11.5% | +48.2% | +46.8% |
| 1Y | +71.8% | +15.9% | +55.9% | +53.9% |
| 3Y | +119.0% | +51.6% | +67.4% | +58.6% |
| 5Y | -43.8% | +47.9% | -91.8% | -59.0% |
| All | +58.0% | +322.0% | -264.0% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling