+70.5%
ILMN vs WEC
+178.6%
-108.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.3% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | -20.6% | +12.9% | -33.6% | -23.3% |
| 3M | +17.5% | +9.8% | +7.7% | +14.1% |
| 6M | +55.6% | +6.7% | +48.9% | +52.2% |
| YTD | +68.3% | +14.0% | +54.4% | +61.4% |
| 1Y | +81.1% | +7.3% | +73.8% | +76.6% |
| 3Y | +112.2% | +63.8% | +48.4% | +79.6% |
| 5Y | -42.6% | +54.8% | -97.3% | -50.2% |
| 10Y | +70.5% | +185.7% | -115.2% | +25.4% |
| All | +70.5% | +178.6% | -108.1% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling