+71.8%
ILMN vs WCN
+15.9%
+55.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.4% |
| 7D | +0.7% | +1.2% | -0.4% | +1.0% |
| 30D | -22.7% | +26.4% | -49.2% | -21.4% |
| 3M | +8.6% | +17.5% | -8.9% | +10.7% |
| 6M | +43.8% | +28.7% | +15.1% | +45.8% |
| YTD | +59.8% | +11.5% | +48.2% | +65.4% |
| 1Y | +71.8% | +15.9% | +55.9% | +75.2% |
| All | +71.8% | +15.9% | +55.9% | +75.2% |
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