+66.6%
WDC vs ILMN
+79.5%
-12.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.6% | +6.3% | +8.4% |
| 7D | -14.4% | -2.6% | -11.9% | -13.0% |
| 30D | -27.1% | -20.6% | -6.4% | -20.7% |
| 3M | -33.3% | +17.5% | -50.7% | -35.8% |
| 6M | -39.6% | +55.6% | -95.2% | -44.9% |
| YTD | +68.4% | +68.3% | +0.1% | +46.8% |
| All | +66.6% | +79.5% | -12.9% | +39.0% |
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