+265.1%
WBD vs ILMN
+2,156.4%
-1,891.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.8% |
| 7D | +2.8% | -1.9% | +4.6% | +3.1% |
| 30D | -4.2% | -28.0% | +23.8% | +0.9% |
| 3M | +1.0% | -19.6% | +20.6% | +4.2% |
| 6M | -8.0% | -6.1% | -1.9% | -7.8% |
| YTD | -2.9% | -30.6% | +27.7% | +1.8% |
| 1Y | -10.7% | -13.9% | +3.2% | -10.1% |
| 3Y | -40.6% | +38.6% | -79.2% | -46.5% |
| 5Y | +20.7% | +315.3% | -294.6% | -14.3% |
| 10Y | +274.4% | +513.2% | -238.8% | +146.9% |
| All | +265.1% | +2,156.4% | -1,891.4% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling