+3,533.5%
ILMN vs WPM
+5,236.6%
-1,703.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +2.0% |
| 7D | -9.7% | +16.9% | -26.6% | -12.3% |
| 30D | -20.4% | +2.0% | -22.4% | -20.8% |
| 3M | +10.0% | +8.9% | +1.1% | +8.2% |
| 6M | +49.5% | +1.6% | +47.9% | +48.0% |
| YTD | +62.5% | +16.5% | +46.0% | +55.7% |
| 1Y | +76.0% | +42.2% | +33.8% | +62.8% |
| 3Y | +94.2% | +213.3% | -119.1% | +54.5% |
| 5Y | -46.3% | +249.9% | -296.2% | -58.5% |
| 10Y | +62.7% | +549.4% | -486.6% | +8.6% |
| All | +3,533.5% | +5,236.6% | -1,703.1% | +1,262.4% |
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