+1,045.4%
ILMN vs WWD
+8,587.6%
-7,542.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -1.9% |
| 7D | +1.2% | +1.3% | -0.1% | +0.8% |
| 30D | +9.2% | -7.2% | +16.3% | +11.7% |
| 3M | +29.8% | -3.8% | +33.7% | +30.3% |
| 6M | +69.2% | -9.9% | +79.1% | +72.7% |
| YTD | +66.4% | +14.8% | +51.6% | +55.0% |
| 1Y | +123.4% | +42.1% | +81.3% | +92.5% |
| 3Y | +33.2% | +170.8% | -137.6% | -9.9% |
| 5Y | -52.0% | +197.5% | -249.5% | -69.1% |
| 10Y | +33.6% | +477.8% | -444.2% | -38.3% |
| All | +1,045.4% | +8,587.6% | -7,542.2% | +23.5% |
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