-51.4%
ILMN vs WING
-34.0%
-17.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +1.2% | -3.9% | +5.1% | +2.0% |
| 30D | +9.2% | -11.6% | +20.8% | +11.6% |
| 3M | +29.8% | -24.2% | +54.0% | +36.3% |
| 6M | +69.2% | -54.1% | +123.3% | +98.2% |
| YTD | +66.4% | -53.9% | +120.3% | +91.6% |
| 1Y | +123.4% | -64.4% | +187.8% | +173.2% |
| 3Y | +33.2% | -30.2% | +63.4% | +12.2% |
| All | -51.4% | -34.0% | -17.4% | -63.5% |
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 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