+27.6%
ILMN vs WWD
+476.2%
-448.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.7% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | +12.3% | -6.4% | +18.7% | +14.3% |
| 3M | +33.5% | -5.6% | +39.2% | +34.6% |
| 6M | +69.4% | -9.1% | +78.5% | +72.0% |
| YTD | +60.9% | +12.5% | +48.4% | +51.8% |
| 1Y | +115.0% | +41.3% | +73.6% | +87.9% |
| 3Y | +37.0% | +170.2% | -133.2% | -4.1% |
| 5Y | -53.1% | +192.5% | -245.6% | -68.6% |
| 10Y | +27.6% | +476.9% | -449.3% | -37.4% |
| All | +27.6% | +476.2% | -448.7% | -37.4% |
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