+61.5%
WDC vs ILMN
+74.0%
-12.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.4% |
| 7D | -28.0% | -9.7% | -18.3% | -24.6% |
| 30D | -34.9% | -20.4% | -14.5% | -29.0% |
| 3M | -41.6% | +10.0% | -51.6% | -42.3% |
| 6M | -45.4% | +49.5% | -94.9% | -49.4% |
| YTD | +53.3% | +62.5% | -9.2% | +36.2% |
| 1Y | +61.5% | +76.0% | -14.4% | +36.3% |
| All | +61.5% | +74.0% | -12.5% | +36.3% |
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 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