+132.0%
ILMN vs WETO
-99.4%
+231.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +2.6% |
| 7D | -5.4% | -4.3% | -1.1% | -5.4% |
| 30D | +7.0% | -39.9% | +46.9% | +6.8% |
| 3M | +24.2% | -97.9% | +122.1% | +24.6% |
| 6M | +69.9% | -95.0% | +165.0% | +71.1% |
| YTD | +57.4% | -97.2% | +154.6% | +57.1% |
| 1Y | +107.9% | -98.9% | +206.8% | +106.9% |
| All | +132.0% | -99.4% | +231.4% | +138.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling