+1,045.4%
ILMN vs WST
+9,102.6%
-8,057.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.2% |
| 7D | +1.2% | +0.7% | +0.5% | +0.9% |
| 30D | +9.2% | -3.1% | +12.3% | +10.8% |
| 3M | +29.8% | +7.2% | +22.6% | +25.6% |
| 6M | +69.2% | +36.8% | +32.4% | +45.1% |
| YTD | +66.4% | +23.8% | +42.5% | +48.1% |
| 1Y | +123.4% | +37.8% | +85.6% | +88.4% |
| 3Y | +33.2% | -15.9% | +49.1% | +26.0% |
| 5Y | -52.0% | -25.8% | -26.1% | -52.7% |
| 10Y | +33.6% | +319.6% | -286.0% | -47.6% |
| All | +1,045.4% | +9,102.6% | -8,057.3% | +18.5% |
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