+70.5%
ILMN vs WPM
+553.6%
-483.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.0% | +2.6% |
| 7D | -2.6% | +20.8% | -23.4% | -5.9% |
| 30D | -20.6% | +3.8% | -24.4% | -21.2% |
| 3M | +17.5% | +7.4% | +10.1% | +16.0% |
| 6M | +55.6% | +4.0% | +51.7% | +53.6% |
| YTD | +68.3% | +23.0% | +45.3% | +60.2% |
| 1Y | +81.1% | +45.9% | +35.2% | +67.5% |
| 3Y | +112.2% | +242.9% | -130.8% | +66.7% |
| 5Y | -42.6% | +259.5% | -302.1% | -55.9% |
| 10Y | +70.5% | +577.7% | -507.3% | +30.0% |
| All | +70.5% | +553.6% | -483.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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