-51.4%
ILMN vs WU
-50.7%
-0.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | +9.2% | -1.1% | +10.3% | +9.4% |
| 3M | +29.8% | -3.9% | +33.7% | +29.5% |
| 6M | +69.2% | -20.7% | +89.9% | +78.6% |
| YTD | +66.4% | -18.4% | +84.7% | +73.3% |
| 1Y | +123.4% | -8.1% | +131.5% | +121.5% |
| 3Y | +33.2% | -24.2% | +57.3% | +39.5% |
| All | -51.4% | -50.7% | -0.8% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling