+113.2%
WDC vs ILMN
+92.1%
+21.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.9% | -1.9% | -5.0% |
| 7D | -18.3% | -21.6% | +3.2% | -11.6% |
| 30D | -26.7% | -22.9% | -3.8% | -20.4% |
| 3M | -40.9% | +11.6% | -52.5% | -42.3% |
| 6M | -26.8% | +62.5% | -89.3% | -34.8% |
| YTD | +88.2% | +72.7% | +15.5% | +61.3% |
| 1Y | +113.2% | +93.9% | +19.3% | +68.0% |
| All | +113.2% | +92.1% | +21.0% | +68.0% |
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