+107.9%
ILMN vs WTW
-3.2%
+111.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -5.4% | -5.7% | +0.3% | -5.3% |
| 30D | +7.0% | -7.3% | +14.3% | +7.0% |
| 3M | +24.2% | +21.5% | +2.7% | +26.3% |
| 6M | +69.9% | +9.6% | +60.3% | +71.5% |
| YTD | +57.4% | -3.3% | +60.7% | +56.4% |
| 1Y | +107.9% | -6.1% | +114.0% | +102.4% |
| All | +107.9% | -3.2% | +111.0% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling