+89.5%
ILMN vs WWD
+137.0%
-47.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -6.0% | -2.2% | -6.7% |
| 7D | -28.3% | -2.6% | -25.7% | -27.6% |
| 30D | -24.0% | -7.7% | -16.2% | -22.3% |
| 3M | +4.1% | -17.7% | +21.8% | +8.9% |
| 6M | +49.6% | -15.9% | +65.5% | +54.4% |
| YTD | +58.6% | +1.8% | +56.8% | +53.4% |
| 1Y | +69.9% | +17.4% | +52.5% | +56.6% |
| All | +89.5% | +137.0% | -47.5% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling