+129.3%
WFC vs ILMN
-51.8%
+181.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.1% |
| 7D | +3.8% | +1.2% | +2.6% | +3.6% |
| 30D | +1.5% | +9.2% | -7.7% | 0.0% |
| 3M | +10.9% | +29.8% | -19.0% | +6.3% |
| 6M | +8.4% | +69.2% | -60.8% | -0.4% |
| YTD | -1.9% | +66.4% | -68.3% | -10.1% |
| 1Y | +12.3% | +123.4% | -111.1% | -3.0% |
| 3Y | +132.3% | +33.2% | +99.2% | +112.6% |
| All | +129.3% | -51.8% | +181.2% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling