+27.6%
ILMN vs WEC
+143.0%
-115.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -3.6% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | +12.3% | +0.3% | +12.0% | +12.0% |
| 3M | +33.5% | -2.9% | +36.5% | +34.5% |
| 6M | +69.4% | -5.9% | +75.3% | +71.8% |
| YTD | +60.9% | +4.1% | +56.8% | +58.4% |
| 1Y | +115.0% | +3.1% | +111.8% | +111.5% |
| 3Y | +37.0% | +40.8% | -3.8% | +20.9% |
| 5Y | -53.1% | +31.7% | -84.8% | -57.8% |
| 10Y | +27.6% | +141.1% | -113.5% | -9.2% |
| All | +27.6% | +143.0% | -115.5% | -9.2% |
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