+142.9%
WFC vs ILMN
+60.6%
+82.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.8% |
| 7D | +1.2% | -9.7% | +10.9% | +2.9% |
| 30D | +5.2% | -20.4% | +25.6% | +8.7% |
| 3M | -3.0% | +10.0% | -13.1% | -5.9% |
| 6M | +6.2% | +49.5% | -43.3% | -3.0% |
| YTD | -7.9% | +62.5% | -70.4% | -17.9% |
| 1Y | +0.3% | +76.0% | -75.7% | -12.0% |
| 3Y | +117.7% | +94.2% | +23.6% | +80.0% |
| 5Y | +88.4% | -46.3% | +134.7% | +96.9% |
| All | +142.9% | +60.6% | +82.3% | +115.2% |
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