+112.2%
ILMN vs WST
+20.8%
+91.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +2.8% |
| 7D | -2.6% | +1.3% | -3.8% | -2.8% |
| 30D | -20.6% | +12.9% | -33.5% | -22.6% |
| 3M | +17.5% | +16.7% | +0.8% | +14.0% |
| 6M | +55.6% | +26.8% | +28.8% | +48.4% |
| YTD | +68.3% | +50.5% | +17.8% | +54.7% |
| 1Y | +81.1% | +52.9% | +28.2% | +65.8% |
| 3Y | +112.2% | +23.9% | +88.2% | +73.7% |
| All | +112.2% | +20.8% | +91.3% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling