-51.4%
ILMN vs WST
-25.7%
-25.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.3% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | +9.2% | -3.1% | +12.3% | +10.4% |
| 3M | +29.8% | +7.2% | +22.6% | +26.7% |
| 6M | +69.2% | +36.8% | +32.4% | +50.9% |
| YTD | +66.4% | +23.8% | +42.5% | +52.9% |
| 1Y | +123.4% | +37.8% | +85.6% | +97.1% |
| 3Y | +33.2% | -15.9% | +49.1% | +32.2% |
| All | -51.4% | -25.7% | -25.7% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling