+412.6%
WDC vs ILMN
+113.9%
+298.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +3.2% |
| 7D | +6.0% | +1.9% | +4.1% | +5.1% |
| 30D | +9.9% | +12.3% | -2.4% | +4.6% |
| 3M | -9.4% | +33.5% | -42.9% | -17.8% |
| 6M | +94.7% | +69.4% | +25.4% | +64.3% |
| YTD | +177.4% | +60.9% | +116.4% | +136.7% |
| 1Y | +412.6% | +115.0% | +297.6% | +288.5% |
| All | +412.6% | +113.9% | +298.7% | +288.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling