+1,245.1%
WDC vs ILMN
+28.5%
+1,216.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +4.8% |
| 3M | -9.4% | +33.5% | -43.0% | -18.5% |
| 6M | +94.7% | +69.4% | +25.3% | +61.1% |
| YTD | +177.3% | +60.9% | +116.4% | +131.5% |
| 1Y | +412.4% | +115.0% | +297.4% | +283.9% |
| 3Y | +1,359.3% | +37.0% | +1,322.3% | +1,114.6% |
| 5Y | +992.2% | -53.1% | +1,045.4% | +1,189.9% |
| 10Y | +1,245.1% | +27.6% | +1,217.5% | +1,035.7% |
| All | +1,245.1% | +28.5% | +1,216.6% | +1,035.7% |
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