+59.7%
ILMN vs WU
-35.7%
+95.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.8% | -3.0% |
| 7D | -9.8% | +11.0% | -20.8% | -13.0% |
| 30D | -22.7% | +13.4% | -36.1% | -26.1% |
| 3M | +12.1% | +2.2% | +9.8% | +10.4% |
| 6M | +51.5% | -18.2% | +69.7% | +58.6% |
| YTD | +63.9% | -18.3% | +82.1% | +70.5% |
| 1Y | +76.6% | -12.2% | +88.7% | +78.7% |
| 3Y | +124.6% | -20.8% | +145.4% | +132.7% |
| 5Y | -42.7% | -42.6% | -0.1% | -34.9% |
| 10Y | +59.7% | -35.5% | +95.1% | +55.8% |
| All | +59.7% | -35.7% | +95.4% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling