+116.4%
WFC vs ILMN
+88.1%
+28.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.3% |
| 7D | +0.6% | -9.7% | +10.3% | +1.6% |
| 30D | +4.6% | -20.4% | +25.0% | +6.7% |
| 3M | -3.6% | +10.0% | -13.6% | -5.5% |
| 6M | +5.6% | +49.5% | -43.9% | -0.6% |
| YTD | -8.5% | +62.5% | -70.9% | -15.3% |
| 1Y | -0.3% | +76.0% | -76.3% | -8.9% |
| 3Y | +116.4% | +94.2% | +22.3% | +87.7% |
| All | +116.4% | +88.1% | +28.4% | +87.7% |
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