+94.2%
ILMN vs WST
+19.1%
+75.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.1% |
| 7D | -9.7% | -3.1% | -6.6% | -9.0% |
| 30D | -20.4% | +9.1% | -29.5% | -21.7% |
| 3M | +10.0% | +14.7% | -4.7% | +7.2% |
| 6M | +49.5% | +28.0% | +21.5% | +42.5% |
| YTD | +62.5% | +45.6% | +16.8% | +50.6% |
| 1Y | +76.0% | +45.7% | +30.3% | +63.0% |
| 3Y | +94.2% | +21.1% | +73.1% | +66.2% |
| All | +94.2% | +19.1% | +75.1% | +66.2% |
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