-43.8%
ILMN vs WEC
+56.3%
-100.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -2.9% | +2.3% | -5.2% | -3.5% |
| 30D | -23.8% | +11.1% | -34.9% | -26.6% |
| 3M | +7.5% | +8.4% | -1.0% | +4.3% |
| 6M | +42.8% | +7.5% | +35.3% | +38.7% |
| YTD | +57.8% | +15.3% | +42.5% | +48.7% |
| 1Y | +72.6% | +9.7% | +62.9% | +65.9% |
| 3Y | +129.3% | +64.7% | +64.7% | +74.5% |
| All | -43.8% | +56.3% | -100.2% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling