+123.4%
ILMN vs WEC
+1.8%
+121.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.7% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | +9.2% | -1.3% | +10.5% | +8.7% |
| 3M | +29.8% | -3.9% | +33.8% | +29.6% |
| 6M | +69.2% | -8.3% | +77.5% | +67.2% |
| YTD | +66.4% | +3.1% | +63.3% | +74.5% |
| 1Y | +123.4% | +1.9% | +121.5% | +134.7% |
| All | +123.4% | +1.8% | +121.6% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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