+112.2%
ILMN vs WSM
+264.9%
-152.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +2.8% |
| 7D | -2.6% | +0.9% | -3.4% | -2.9% |
| 30D | -20.6% | +8.6% | -29.2% | -22.4% |
| 3M | +17.5% | +4.2% | +13.2% | +16.0% |
| 6M | +55.6% | +44.6% | +11.0% | +40.0% |
| YTD | +68.3% | +48.5% | +19.8% | +49.2% |
| 1Y | +81.1% | +34.7% | +46.4% | +64.8% |
| 3Y | +112.2% | +271.0% | -158.9% | +26.9% |
| All | +112.2% | +264.9% | -152.8% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling