+123.4%
ILMN vs WING
-65.5%
+189.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +1.2% | -3.9% | +5.1% | +1.4% |
| 30D | +9.2% | -11.6% | +20.8% | +9.8% |
| 3M | +29.8% | -24.2% | +54.0% | +31.8% |
| 6M | +69.2% | -54.1% | +123.3% | +78.4% |
| YTD | +66.4% | -53.9% | +120.3% | +73.5% |
| 1Y | +123.4% | -64.4% | +187.8% | +165.5% |
| All | +123.4% | -65.5% | +189.0% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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