+27.8%
ILMN vs WY
+5.8%
+22.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.7% |
| 7D | -3.9% | -1.7% | -2.2% | -3.2% |
| 30D | +6.9% | -9.9% | +16.7% | +11.7% |
| 3M | +28.1% | -7.5% | +35.6% | +31.7% |
| 6M | +65.0% | -5.1% | +70.1% | +67.2% |
| YTD | +56.3% | -2.1% | +58.4% | +55.1% |
| 1Y | +108.7% | -7.3% | +116.1% | +111.7% |
| 3Y | +33.1% | -22.6% | +55.7% | +45.8% |
| 5Y | -54.1% | -19.8% | -34.3% | -50.0% |
| 10Y | +27.8% | +9.6% | +18.3% | +23.6% |
| All | +27.8% | +5.8% | +22.1% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling