+27.8%
ILMN vs WSM
+997.3%
-969.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | -3.9% | +2.6% | -6.5% | -4.6% |
| 30D | +6.9% | -9.3% | +16.2% | +9.7% |
| 3M | +28.1% | +7.1% | +21.0% | +25.2% |
| 6M | +65.0% | +21.7% | +43.2% | +55.4% |
| YTD | +56.3% | +28.7% | +27.6% | +44.2% |
| 1Y | +108.7% | +13.9% | +94.9% | +98.7% |
| 3Y | +33.1% | +232.2% | -199.1% | -9.4% |
| 5Y | -54.1% | +176.4% | -230.5% | -68.4% |
| 10Y | +27.8% | +1,072.4% | -1,044.6% | -45.0% |
| All | +27.8% | +997.3% | -969.5% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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