-45.5%
ILMN vs WST
-0.1%
-45.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.8% |
| 7D | -9.7% | -3.1% | -6.6% | -8.6% |
| 30D | -20.4% | +9.1% | -29.5% | -22.6% |
| 3M | +10.0% | +14.7% | -4.7% | +5.3% |
| 6M | +49.5% | +28.0% | +21.5% | +37.6% |
| YTD | +62.5% | +45.6% | +16.8% | +41.8% |
| 1Y | +76.0% | +45.7% | +30.3% | +53.4% |
| 3Y | +94.2% | +21.1% | +73.1% | +61.8% |
| All | -45.5% | -0.1% | -45.4% | -49.3% |
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