+1.0%
WBD vs ILMN
-51.8%
+52.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.1% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | +8.8% | +9.2% | -0.4% | +5.3% |
| 3M | +4.6% | +29.8% | -25.2% | -4.7% |
| 6M | +1.1% | +69.2% | -68.1% | -16.5% |
| YTD | -2.0% | +66.4% | -68.4% | -19.4% |
| 1Y | +140.0% | +123.4% | +16.6% | +74.3% |
| 3Y | +144.4% | +33.2% | +111.2% | +102.0% |
| All | +1.0% | -51.8% | +52.9% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling