+56.0%
ILMN vs WST
+456.5%
-400.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.7% |
| 7D | -2.9% | +4.2% | -7.1% | -4.5% |
| 30D | -23.8% | +11.2% | -35.0% | -26.8% |
| 3M | +7.5% | +20.4% | -12.9% | +0.3% |
| 6M | +42.8% | +37.9% | +4.9% | +26.2% |
| YTD | +57.8% | +51.8% | +6.0% | +32.4% |
| 1Y | +72.6% | +56.6% | +16.0% | +42.9% |
| 3Y | +129.3% | +24.2% | +105.1% | +86.8% |
| 5Y | -44.5% | +0.7% | -45.2% | -50.9% |
| All | +56.0% | +456.5% | -400.5% | -40.3% |
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