+117.9%
WFC vs ILMN
+59.3%
+58.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.2% |
| 7D | -1.3% | -6.0% | +4.7% | -0.3% |
| 30D | +3.6% | -23.0% | +26.6% | +7.7% |
| 3M | -1.3% | +10.4% | -11.7% | -4.3% |
| 6M | +18.0% | +49.4% | -31.4% | +7.8% |
| YTD | -5.9% | +62.3% | -68.2% | -16.0% |
| 1Y | +1.8% | +73.7% | -71.9% | -10.4% |
| 3Y | +125.0% | +122.5% | +2.5% | +81.1% |
| 5Y | +92.0% | -43.2% | +135.1% | +97.9% |
| 10Y | +117.9% | +59.0% | +59.0% | +89.0% |
| All | +117.9% | +59.3% | +58.6% | +89.0% |
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 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