+59.7%
ILMN vs WST
+446.4%
-386.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | -9.8% | +1.4% | -11.1% | -10.2% |
| 30D | -22.7% | +12.7% | -35.5% | -26.2% |
| 3M | +12.1% | +17.2% | -5.1% | +5.7% |
| 6M | +51.5% | +26.7% | +24.8% | +38.3% |
| YTD | +63.9% | +50.3% | +13.6% | +38.0% |
| 1Y | +76.6% | +50.2% | +26.3% | +48.6% |
| 3Y | +124.6% | +21.7% | +102.9% | +84.7% |
| 5Y | -42.7% | +2.0% | -44.8% | -49.7% |
| 10Y | +59.7% | +451.1% | -391.4% | -38.9% |
| All | +59.7% | +446.4% | -386.7% | -38.9% |
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