+991.7%
ILMN vs WST
+10,524.0%
-9,532.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.0% | -4.2% | -6.4% |
| 7D | -28.3% | -5.8% | -22.5% | -26.2% |
| 30D | -24.0% | +5.3% | -29.3% | -25.6% |
| 3M | +4.1% | +11.8% | -7.7% | -0.6% |
| 6M | +49.6% | +26.7% | +22.9% | +34.5% |
| YTD | +58.6% | +43.0% | +15.6% | +32.8% |
| 1Y | +69.9% | +38.9% | +31.0% | +43.9% |
| 3Y | +82.9% | +18.2% | +64.7% | +47.1% |
| 5Y | -47.6% | -1.5% | -46.1% | -54.7% |
| 10Y | +58.8% | +439.0% | -380.1% | -44.4% |
| All | +991.7% | +10,524.0% | -9,532.3% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling