-43.8%
ILMN vs WING
+0.4%
-44.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | -2.5% | -0.4% | -2.4% |
| 30D | -23.8% | +29.5% | -53.4% | -28.2% |
| 3M | +7.5% | +40.2% | -32.7% | -1.5% |
| 6M | +42.8% | +32.7% | +10.1% | +30.7% |
| YTD | +57.8% | -32.8% | +90.6% | +66.5% |
| 1Y | +72.6% | -31.7% | +104.3% | +80.6% |
| 3Y | +129.3% | -24.7% | +154.1% | +99.1% |
| All | -43.8% | +0.4% | -44.3% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling