+70.5%
ILMN vs WWD
+494.7%
-424.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +2.1% |
| 7D | -2.6% | +4.2% | -6.7% | -3.6% |
| 30D | -20.6% | -0.8% | -19.9% | -20.3% |
| 3M | +17.5% | -8.2% | +25.6% | +20.3% |
| 6M | +55.6% | -9.8% | +65.5% | +58.9% |
| YTD | +68.3% | +10.4% | +57.9% | +60.0% |
| 1Y | +81.1% | +25.5% | +55.6% | +65.0% |
| 3Y | +112.2% | +155.8% | -43.6% | +52.1% |
| 5Y | -42.6% | +187.3% | -229.9% | -61.0% |
| 10Y | +70.5% | +462.7% | -392.2% | -4.4% |
| All | +70.5% | +494.7% | -424.2% | -4.4% |
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