+90.5%
WFC vs ILMN
-44.2%
+134.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.2% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | +6.8% | -22.7% | +29.6% | +10.1% |
| 3M | -3.0% | +8.6% | -11.6% | -5.2% |
| 6M | +15.4% | +43.8% | -28.4% | +7.9% |
| YTD | -5.9% | +59.8% | -65.7% | -14.0% |
| 1Y | +1.7% | +71.8% | -70.1% | -8.3% |
| 3Y | +124.9% | +119.0% | +5.9% | +88.0% |
| 5Y | +90.5% | -43.8% | +134.3% | +92.7% |
| All | +90.5% | -44.2% | +134.7% | +92.7% |
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