+89.5%
ILMN vs WEC
+57.1%
+32.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.2% | -8.4% | -8.2% |
| 7D | -28.3% | +3.2% | -31.5% | -28.4% |
| 30D | -24.0% | +14.7% | -38.6% | -24.7% |
| 3M | +4.1% | +10.2% | -6.2% | +3.5% |
| 6M | +49.6% | +4.5% | +45.1% | +50.0% |
| YTD | +58.6% | +15.1% | +43.5% | +56.3% |
| 1Y | +69.9% | +9.4% | +60.5% | +69.0% |
| All | +89.5% | +57.1% | +32.4% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling