+1.8%
ILMN vs WING
+656.3%
-654.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +3.9% | +2.8% |
| 7D | -9.7% | +9.0% | -18.7% | -11.4% |
| 30D | -20.4% | +39.9% | -60.3% | -26.2% |
| 3M | +10.0% | +40.4% | -30.4% | +0.7% |
| 6M | +49.5% | +12.9% | +36.6% | +42.0% |
| YTD | +62.5% | -31.1% | +93.6% | +69.0% |
| 1Y | +76.0% | -32.7% | +108.7% | +83.6% |
| 3Y | +94.2% | -19.8% | +114.0% | +78.3% |
| 5Y | -46.3% | +4.0% | -50.3% | -56.6% |
| 10Y | +62.7% | +684.4% | -621.7% | -11.9% |
| All | +1.8% | +656.3% | -654.6% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling