+123.9%
WDAY vs ILMN
+61.7%
+62.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -2.6% |
| 7D | -4.0% | -2.6% | -1.4% | -3.5% |
| 30D | +1.9% | -20.6% | +22.6% | +8.4% |
| 3M | +5.9% | +17.5% | -11.6% | -2.7% |
| 6M | +48.8% | +55.6% | -6.8% | +22.4% |
| YTD | -11.4% | +68.3% | -79.8% | -30.2% |
| 1Y | -15.5% | +81.1% | -96.6% | -35.2% |
| 3Y | -15.6% | +112.2% | -127.8% | -44.2% |
| 5Y | -35.2% | -42.6% | +7.4% | -28.6% |
| 10Y | +123.9% | +70.5% | +53.4% | +75.6% |
| All | +123.9% | +61.7% | +62.2% | +75.6% |
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 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