+93.9%
ILMN vs WST
+47.3%
+46.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.0% |
| 7D | -21.6% | +1.3% | -22.8% | -21.7% |
| 30D | -22.9% | +8.5% | -31.4% | -24.4% |
| 3M | +11.6% | +17.2% | -5.6% | +7.7% |
| 6M | +62.5% | +36.3% | +26.3% | +53.8% |
| YTD | +72.7% | +48.9% | +23.8% | +67.9% |
| 1Y | +93.9% | +42.9% | +50.9% | +91.4% |
| All | +93.9% | +47.3% | +46.6% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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