+58.0%
ILMN vs WU
-39.7%
+97.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +0.7% | -5.3% | +6.0% | +2.3% |
| 30D | -22.7% | +9.0% | -31.7% | -25.2% |
| 3M | +8.6% | -3.6% | +12.2% | +8.9% |
| 6M | +43.8% | -19.4% | +63.2% | +51.0% |
| YTD | +59.8% | -21.7% | +81.5% | +68.4% |
| 1Y | +71.8% | -16.1% | +87.9% | +76.3% |
| 3Y | +119.0% | -24.1% | +143.1% | +129.8% |
| 5Y | -43.8% | -44.1% | +0.3% | -35.7% |
| All | +58.0% | -39.7% | +97.7% | +57.9% |
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