+296.2%
WDAY vs ILMN
+320.0%
-23.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -4.4% |
| 7D | -2.5% | -9.7% | +7.2% | +0.4% |
| 30D | +4.7% | -20.4% | +25.1% | +10.9% |
| 3M | +13.3% | +10.0% | +3.3% | +6.8% |
| 6M | +57.3% | +49.5% | +7.8% | +32.3% |
| YTD | -10.2% | +62.5% | -72.7% | -27.5% |
| 1Y | -14.1% | +76.0% | -90.1% | -32.6% |
| 3Y | -11.7% | +94.2% | -105.8% | -38.0% |
| 5Y | -33.5% | -46.3% | +12.9% | -27.5% |
| 10Y | +133.1% | +62.7% | +70.3% | +70.9% |
| All | +296.2% | +320.0% | -23.9% | +152.8% |
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