+776.0%
WFC vs ILMN
+1,401.8%
-625.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | +10.9% | +29.8% | -19.0% | +6.8% |
| 6M | +8.4% | +69.2% | -60.8% | +0.6% |
| YTD | -1.9% | +66.4% | -68.3% | -9.1% |
| 1Y | +12.3% | +123.4% | -111.1% | -0.6% |
| 3Y | +132.3% | +33.2% | +99.2% | +116.1% |
| 5Y | +130.1% | -52.0% | +182.0% | +138.2% |
| 10Y | +134.4% | +33.6% | +100.8% | +107.5% |
| All | +776.0% | +1,401.8% | -625.7% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling