+93.9%
ILMN vs WU
-18.0%
+111.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.4% | -10.3% | -5.0% |
| 7D | -21.6% | +8.2% | -29.8% | -21.7% |
| 30D | -22.9% | +8.0% | -30.9% | -23.1% |
| 3M | +11.6% | -6.6% | +18.2% | +12.5% |
| 6M | +62.5% | -23.3% | +85.8% | +65.5% |
| YTD | +72.7% | -22.4% | +95.1% | +74.3% |
| 1Y | +93.9% | -18.0% | +111.8% | +93.5% |
| All | +93.9% | -18.0% | +111.8% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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