+770.0%
WDC vs ILMN
+118.2%
+651.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.8% | -4.6% |
| 7D | +12.1% | -2.9% | +15.0% | +13.3% |
| 30D | -18.8% | -23.8% | +5.0% | -11.0% |
| 3M | -39.3% | +7.5% | -46.8% | -40.6% |
| 6M | -40.1% | +42.8% | -82.9% | -45.9% |
| YTD | +71.8% | +57.8% | +14.0% | +49.7% |
| 1Y | +88.5% | +72.6% | +15.9% | +59.9% |
| 3Y | +770.0% | +129.3% | +640.6% | +582.7% |
| All | +770.0% | +118.2% | +651.8% | +582.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling