+59.0%
ILMN vs WST
+452.5%
-393.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.0% | +1.0% | -7.0% | -6.3% |
| 30D | -23.0% | +12.3% | -35.4% | -26.4% |
| 3M | +10.4% | +17.5% | -7.1% | +4.1% |
| 6M | +49.4% | +28.2% | +21.2% | +35.8% |
| YTD | +62.3% | +50.4% | +11.9% | +36.7% |
| 1Y | +73.7% | +49.3% | +24.4% | +46.6% |
| 3Y | +122.5% | +21.8% | +100.7% | +83.0% |
| 5Y | -43.2% | +0.3% | -43.5% | -49.7% |
| 10Y | +59.0% | +451.2% | -392.2% | -39.1% |
| All | +59.0% | +452.5% | -393.6% | -39.1% |
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