+93.9%
ILMN vs WETO
-99.3%
+193.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +11.4% | -16.3% | -4.9% |
| 7D | -21.6% | +3.6% | -25.1% | -21.6% |
| 30D | -22.9% | -17.2% | -5.6% | -22.8% |
| 3M | +11.6% | -83.7% | +95.3% | +11.2% |
| 6M | +62.5% | -98.3% | +160.8% | +64.6% |
| YTD | +72.7% | -99.0% | +171.7% | +68.8% |
| 1Y | +93.9% | -99.4% | +193.2% | +80.9% |
| All | +93.9% | -99.3% | +193.2% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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