-54.0%
ILMN vs WTW
+41.5%
-95.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -1.6% |
| 7D | -3.9% | -7.1% | +3.2% | -1.2% |
| 30D | +6.9% | -8.5% | +15.4% | +10.4% |
| 3M | +28.1% | +20.6% | +7.5% | +19.6% |
| 6M | +65.0% | +7.2% | +57.7% | +59.9% |
| YTD | +56.3% | -3.9% | +60.2% | +57.3% |
| 1Y | +108.7% | -3.6% | +112.3% | +108.6% |
| 3Y | +33.1% | +60.7% | -27.6% | -5.9% |
| All | -54.0% | +41.5% | -95.6% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling