+7.4%
ILMN vs WWD
-18.3%
+25.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -6.0% | -2.2% | -5.1% |
| 7D | -28.3% | -2.6% | -25.7% | -26.1% |
| 30D | -24.0% | -7.7% | -16.2% | -21.4% |
| All | +7.4% | -18.3% | +25.6% | +9.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling