+70.5%
ILMN vs WING
+742.9%
-672.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.4% | -4.8% | +1.9% |
| 7D | -2.6% | +8.6% | -11.1% | -4.2% |
| 30D | -20.6% | +44.8% | -65.4% | -27.1% |
| 3M | +17.5% | +51.9% | -34.5% | +5.6% |
| 6M | +55.6% | +37.2% | +18.4% | +41.6% |
| YTD | +68.3% | -25.3% | +93.6% | +72.5% |
| 1Y | +81.1% | -25.1% | +106.2% | +85.0% |
| 3Y | +112.2% | -12.9% | +125.1% | +89.8% |
| 5Y | -42.6% | +12.0% | -54.6% | -55.3% |
| 10Y | +70.5% | +716.5% | -646.0% | -2.8% |
| All | +70.5% | +742.9% | -672.4% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling