+1,229.9%
ILMN vs WU
-20.2%
+1,250.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.2% |
| 7D | -9.7% | +11.7% | -21.4% | -13.8% |
| 30D | -20.4% | +12.6% | -33.0% | -24.5% |
| 3M | +10.0% | -0.5% | +10.5% | +9.0% |
| 6M | +49.5% | -18.2% | +67.7% | +56.9% |
| YTD | +62.5% | -19.0% | +81.5% | +70.0% |
| 1Y | +76.0% | -16.7% | +92.7% | +81.8% |
| 3Y | +94.2% | -21.0% | +115.2% | +101.6% |
| 5Y | -46.3% | -41.7% | -4.6% | -38.9% |
| 10Y | +62.7% | -35.0% | +97.8% | +68.1% |
| All | +1,229.9% | -20.2% | +1,250.1% | +1,025.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling