+583.6%
WDC vs ILMN
+60.6%
+523.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.3% |
| 7D | -28.0% | -9.7% | -18.3% | -24.9% |
| 30D | -34.9% | -20.4% | -14.5% | -29.3% |
| 3M | -41.6% | +10.0% | -51.6% | -44.0% |
| 6M | -45.4% | +49.5% | -94.9% | -52.9% |
| YTD | +53.3% | +62.5% | -9.2% | +26.9% |
| 1Y | +61.5% | +76.0% | -14.4% | +30.0% |
| 3Y | +712.3% | +94.2% | +618.2% | +492.3% |
| 5Y | +524.2% | -46.3% | +570.5% | +603.0% |
| All | +583.6% | +60.6% | +523.0% | +508.8% |
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 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