+653.4%
WDC vs ILMN
+61.7%
+591.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.6% | +6.3% | +8.6% |
| 7D | -14.4% | -2.6% | -11.9% | -13.1% |
| 30D | -27.1% | -20.6% | -6.4% | -20.6% |
| 3M | -33.3% | +17.5% | -50.7% | -37.5% |
| 6M | -39.6% | +55.6% | -95.2% | -48.6% |
| YTD | +68.4% | +68.3% | +0.1% | +37.7% |
| 1Y | +78.2% | +81.1% | -3.0% | +42.0% |
| 3Y | +772.0% | +112.2% | +659.9% | +516.1% |
| 5Y | +584.9% | -42.6% | +627.5% | +652.1% |
| 10Y | +653.4% | +70.5% | +583.0% | +552.3% |
| All | +653.4% | +61.7% | +591.7% | +552.3% |
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