+417.4%
WDC vs ILMN
+127.6%
+289.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.4% | +6.4% |
| 7D | +1.7% | +1.2% | +0.5% | +1.2% |
| 30D | -10.0% | +9.2% | -19.1% | -13.0% |
| 3M | -18.8% | +29.8% | -48.6% | -25.5% |
| 6M | +79.0% | +69.2% | +9.8% | +51.0% |
| YTD | +171.6% | +66.4% | +105.2% | +129.3% |
| 1Y | +417.4% | +123.4% | +294.0% | +287.4% |
| All | +417.4% | +127.6% | +289.7% | +287.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling