-53.1%
ILMN vs WY
-21.5%
-31.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -2.4% |
| 7D | +1.9% | -2.1% | +4.0% | +3.2% |
| 30D | +12.3% | -10.5% | +22.8% | +20.0% |
| 3M | +33.5% | -4.9% | +38.4% | +36.4% |
| 6M | +69.4% | -4.9% | +74.3% | +72.0% |
| YTD | +60.9% | -1.7% | +62.6% | +57.5% |
| 1Y | +115.0% | -9.4% | +124.3% | +122.2% |
| 3Y | +37.0% | -22.3% | +59.3% | +55.8% |
| 5Y | -53.1% | -20.5% | -32.6% | -43.7% |
| All | -53.1% | -21.5% | -31.6% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling