-46.8%
ILMN vs WWD
+161.2%
-208.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -6.0% | -2.2% | -6.1% |
| 7D | -28.3% | -2.6% | -25.7% | -27.4% |
| 30D | -24.0% | -7.7% | -16.2% | -21.7% |
| 3M | +4.1% | -17.7% | +21.8% | +11.0% |
| 6M | +49.6% | -15.9% | +65.5% | +56.6% |
| YTD | +58.6% | +1.8% | +56.8% | +52.0% |
| 1Y | +69.9% | +17.4% | +52.5% | +52.9% |
| 3Y | +82.9% | +137.1% | -54.2% | +15.8% |
| All | -46.8% | +161.2% | -208.0% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling