+56.0%
ILMN vs WEC
+195.5%
-139.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.9% | +1.5% | -4.4% | -3.2% |
| 30D | -23.8% | +10.2% | -34.0% | -25.9% |
| 3M | +7.5% | +7.6% | -0.1% | +5.0% |
| 6M | +42.8% | +6.6% | +36.1% | +39.7% |
| YTD | +57.8% | +14.4% | +43.4% | +51.1% |
| 1Y | +72.6% | +8.8% | +63.8% | +67.6% |
| 3Y | +129.3% | +63.3% | +66.0% | +94.3% |
| 5Y | -44.5% | +56.0% | -100.5% | -52.0% |
| All | +56.0% | +195.5% | -139.5% | +10.5% |
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