+70.5%
ILMN vs WST
+466.7%
-396.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +2.3% |
| 7D | -2.6% | +1.3% | -3.8% | -3.0% |
| 30D | -20.6% | +12.9% | -33.5% | -24.2% |
| 3M | +17.5% | +16.7% | +0.8% | +11.0% |
| 6M | +55.6% | +26.8% | +28.8% | +42.0% |
| YTD | +68.3% | +50.5% | +17.8% | +41.7% |
| 1Y | +81.1% | +52.9% | +28.2% | +51.4% |
| 3Y | +112.2% | +23.9% | +88.2% | +72.7% |
| 5Y | -42.6% | +1.0% | -43.6% | -49.4% |
| 10Y | +70.5% | +451.4% | -380.9% | -34.0% |
| All | +70.5% | +466.7% | -396.3% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling