+1,045.4%
ILMN vs WSM
+3,470.0%
-2,424.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.6% | -2.1% |
| 7D | +1.2% | -3.3% | +4.5% | +2.1% |
| 30D | +9.2% | -8.4% | +17.6% | +11.6% |
| 3M | +29.8% | +9.7% | +20.2% | +26.4% |
| 6M | +69.2% | +16.7% | +52.5% | +61.9% |
| YTD | +66.4% | +28.7% | +37.7% | +54.6% |
| 1Y | +123.4% | +13.7% | +109.7% | +113.8% |
| 3Y | +33.2% | +230.1% | -196.9% | -6.2% |
| 5Y | -52.0% | +179.0% | -230.9% | -65.7% |
| 10Y | +33.6% | +1,002.5% | -968.9% | -37.8% |
| All | +1,045.4% | +3,470.0% | -2,424.7% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling