+58.0%
ILMN vs WWD
+442.7%
-384.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.0% |
| 7D | +0.7% | +8.2% | -7.4% | -1.6% |
| 30D | -22.7% | -0.2% | -22.5% | -22.6% |
| 3M | +8.6% | -8.4% | +17.0% | +11.3% |
| 6M | +43.8% | -9.5% | +53.3% | +46.7% |
| YTD | +59.8% | +10.1% | +49.7% | +52.0% |
| 1Y | +71.8% | +21.6% | +50.2% | +58.1% |
| 3Y | +119.0% | +149.6% | -30.6% | +58.3% |
| 5Y | -43.8% | +191.3% | -235.1% | -62.0% |
| All | +58.0% | +442.7% | -384.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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