+73.7%
ILMN vs WEC
+8.0%
+65.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.8% |
| 7D | -6.0% | -0.5% | -5.5% | -6.2% |
| 30D | -23.0% | +12.0% | -35.0% | -21.5% |
| 3M | +10.4% | +11.1% | -0.7% | +12.5% |
| 6M | +49.4% | +6.0% | +43.4% | +53.8% |
| YTD | +62.3% | +14.3% | +48.1% | +63.6% |
| 1Y | +73.7% | +8.0% | +65.7% | +85.6% |
| All | +73.7% | +8.0% | +65.7% | +85.6% |
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