+21.2%
ILMN vs WTW
+197.9%
-176.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.0% |
| 7D | -9.2% | -7.8% | -1.4% | -6.0% |
| 30D | +4.4% | -7.9% | +12.3% | +8.1% |
| 3M | +23.9% | +19.9% | +3.9% | +14.4% |
| 6M | +64.5% | +9.8% | +54.7% | +56.2% |
| YTD | +53.5% | -3.3% | +56.8% | +53.0% |
| 1Y | +110.8% | -3.3% | +114.1% | +109.0% |
| 3Y | +30.7% | +61.5% | -30.9% | -3.1% |
| 5Y | -54.8% | +42.6% | -97.4% | -64.4% |
| All | +21.2% | +197.9% | -176.7% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling