+37.0%
ILMN vs WSM
+239.4%
-202.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | +1.9% | +2.6% | -0.7% | +1.2% |
| 30D | +12.3% | -9.5% | +21.8% | +15.3% |
| 3M | +33.5% | +12.9% | +20.7% | +28.6% |
| 6M | +69.4% | +23.0% | +46.3% | +59.1% |
| YTD | +60.9% | +28.9% | +32.0% | +48.1% |
| 1Y | +115.0% | +13.7% | +101.3% | +104.5% |
| 3Y | +37.0% | +232.6% | -195.6% | -9.6% |
| All | +37.0% | +239.4% | -202.4% | -9.6% |
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