+991.7%
ILMN vs WEC
+2,614.0%
-1,622.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.2% | -8.4% | -8.3% |
| 7D | -28.3% | +3.2% | -31.5% | -29.4% |
| 30D | -24.0% | +14.7% | -38.6% | -28.4% |
| 3M | +4.1% | +10.2% | -6.2% | -0.7% |
| 6M | +49.6% | +4.5% | +45.1% | +45.6% |
| YTD | +58.6% | +15.1% | +43.5% | +47.9% |
| 1Y | +69.9% | +9.4% | +60.5% | +61.8% |
| 3Y | +82.9% | +56.9% | +26.0% | +46.6% |
| 5Y | -47.6% | +54.4% | -102.1% | -58.0% |
| 10Y | +58.8% | +183.5% | -124.7% | -12.5% |
| All | +991.7% | +2,614.0% | -1,622.3% | +62.6% |
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 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