+135.2%
WBD vs ILMN
+12.4%
+122.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.9% |
| 7D | +1.0% | -1.3% | +2.3% | +1.4% |
| 30D | +26.7% | +24.7% | +2.1% | +15.5% |
| 3M | +91.1% | +27.6% | +63.5% | +71.7% |
| 6M | +164.8% | +59.7% | +105.2% | +115.2% |
| YTD | +114.5% | -8.8% | +123.3% | +104.9% |
| 1Y | +141.9% | -21.4% | +163.4% | +142.0% |
| All | +135.2% | +12.4% | +122.7% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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