+76.6%
ILMN vs WU
-14.8%
+91.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.8% | -2.6% |
| 7D | -9.8% | +11.0% | -20.8% | -9.8% |
| 30D | -22.7% | +13.4% | -36.1% | -22.8% |
| 3M | +12.1% | +2.2% | +9.8% | +12.8% |
| 6M | +51.5% | -18.2% | +69.7% | +55.1% |
| YTD | +63.9% | -18.3% | +82.1% | +65.7% |
| 1Y | +76.6% | -12.2% | +88.7% | +72.4% |
| All | +76.6% | -14.8% | +91.3% | +72.4% |
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