+119.3%
WDAY vs ILMN
+32.2%
+87.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.8% |
| 7D | -4.4% | +1.2% | -5.6% | -4.8% |
| 30D | +14.7% | +9.2% | +5.6% | +10.9% |
| 3M | +32.4% | +29.8% | +2.5% | +19.5% |
| 6M | +36.9% | +69.2% | -32.3% | +12.0% |
| YTD | -8.8% | +66.4% | -75.2% | -25.6% |
| 1Y | -15.3% | +123.4% | -138.7% | -39.1% |
| 3Y | -21.2% | +33.2% | -54.4% | -34.8% |
| 5Y | -29.5% | -52.0% | +22.5% | -15.2% |
| All | +119.3% | +32.2% | +87.1% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling