+1,018.6%
ILMN vs WWD
+7,862.2%
-6,843.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +1.3% |
| 7D | -9.7% | +4.2% | -13.8% | -10.9% |
| 30D | -20.4% | -2.1% | -18.3% | -19.6% |
| 3M | +10.0% | -13.2% | +23.2% | +15.3% |
| 6M | +49.5% | -16.9% | +66.4% | +57.5% |
| YTD | +62.5% | +5.2% | +57.3% | +56.1% |
| 1Y | +76.0% | +20.6% | +55.4% | +60.8% |
| 3Y | +94.2% | +146.3% | -52.2% | +35.7% |
| 5Y | -46.3% | +171.3% | -217.7% | -64.2% |
| 10Y | +62.7% | +471.3% | -408.6% | -24.8% |
| All | +1,018.6% | +7,862.2% | -6,843.5% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling