+3,623.3%
ILMN vs WTW
+1,174.9%
+2,448.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -0.8% |
| 7D | +1.2% | -2.6% | +3.8% | +2.3% |
| 30D | +9.2% | -1.0% | +10.2% | +9.6% |
| 3M | +29.8% | +29.9% | -0.1% | +17.4% |
| 6M | +69.2% | +10.7% | +58.5% | +61.2% |
| YTD | +66.4% | +2.6% | +63.8% | +62.0% |
| 1Y | +123.4% | +2.8% | +120.7% | +116.4% |
| 3Y | +33.2% | +67.3% | -34.1% | +4.7% |
| 5Y | -52.0% | +56.6% | -108.6% | -61.2% |
| 10Y | +33.6% | +204.1% | -170.5% | -17.4% |
| All | +3,623.3% | +1,174.9% | +2,448.4% | +1,595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling