+37.0%
ILMN vs WY
-23.0%
+60.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -2.6% |
| 7D | +1.9% | -2.1% | +4.0% | +2.9% |
| 30D | +12.3% | -10.5% | +22.8% | +18.5% |
| 3M | +33.5% | -4.9% | +38.4% | +36.0% |
| 6M | +69.4% | -4.9% | +74.3% | +71.7% |
| YTD | +60.9% | -1.7% | +62.6% | +57.7% |
| 1Y | +115.0% | -9.4% | +124.3% | +122.6% |
| 3Y | +37.0% | -22.3% | +59.3% | +54.9% |
| All | +37.0% | -23.0% | +60.0% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling