+3,620.2%
ILMN vs WPM
+5,967.5%
-2,347.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +1.2% | +1.1% | +0.1% | +1.1% |
| 30D | +9.2% | +26.4% | -17.2% | +4.9% |
| 3M | +29.8% | +20.8% | +9.0% | +25.3% |
| 6M | +69.2% | +1.1% | +68.1% | +67.3% |
| YTD | +66.4% | +32.5% | +33.9% | +56.3% |
| 1Y | +123.4% | +51.5% | +71.9% | +104.6% |
| 3Y | +33.2% | +267.0% | -233.9% | +3.2% |
| 5Y | -52.0% | +250.1% | -302.1% | -62.9% |
| 10Y | +33.6% | +540.4% | -506.8% | -10.6% |
| All | +3,620.2% | +5,967.5% | -2,347.3% | +1,267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling