+71.8%
ILMN vs WSM
+31.6%
+40.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.7% |
| 7D | +0.7% | -3.2% | +3.9% | +1.4% |
| 30D | -22.7% | +4.6% | -27.4% | -23.2% |
| 3M | +8.6% | +2.4% | +6.2% | +8.5% |
| 6M | +43.8% | +43.7% | +0.2% | +31.7% |
| YTD | +59.8% | +42.1% | +17.7% | +38.2% |
| 1Y | +71.8% | +32.3% | +39.5% | +54.0% |
| All | +71.8% | +31.6% | +40.2% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling