+1,018.6%
ILMN vs WEC
+2,557.8%
-1,539.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.5% | +3.3% |
| 7D | -9.7% | -0.2% | -9.5% | -9.8% |
| 30D | -20.4% | +12.3% | -32.7% | -24.5% |
| 3M | +10.0% | +8.3% | +1.8% | +5.7% |
| 6M | +49.5% | +3.5% | +46.0% | +46.0% |
| YTD | +62.5% | +12.7% | +49.8% | +52.8% |
| 1Y | +76.0% | +8.2% | +67.8% | +68.3% |
| 3Y | +94.2% | +55.9% | +38.3% | +55.9% |
| 5Y | -46.3% | +51.2% | -97.6% | -56.6% |
| 10Y | +62.7% | +177.6% | -114.9% | -9.6% |
| All | +1,018.6% | +2,557.8% | -1,539.2% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling