+740.0%
WFC vs ILMN
+1,379.0%
-639.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.7% |
| 7D | +0.9% | -9.8% | +10.6% | +2.1% |
| 30D | +3.3% | -22.7% | +26.0% | +6.3% |
| 3M | -1.4% | +12.1% | -13.5% | -3.7% |
| 6M | +14.7% | +51.5% | -36.8% | +7.5% |
| YTD | -5.9% | +63.9% | -69.8% | -13.3% |
| 1Y | +1.8% | +76.6% | -74.7% | -7.1% |
| 3Y | +124.9% | +124.6% | +0.3% | +94.5% |
| 5Y | +92.7% | -42.7% | +135.5% | +93.9% |
| 10Y | +118.2% | +59.7% | +58.6% | +89.0% |
| All | +740.0% | +1,379.0% | -639.0% | +392.9% |
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