+345.7%
WM vs ILMN
+56.7%
+289.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.2% | +9.3% | +1.9% |
| 7D | +4.5% | -28.3% | +32.8% | +7.3% |
| 30D | +16.1% | -24.0% | +40.0% | +18.4% |
| 3M | +8.0% | +4.1% | +4.0% | +6.6% |
| 6M | +8.4% | +49.6% | -41.1% | +2.9% |
| YTD | +11.2% | +58.6% | -47.4% | +4.4% |
| 1Y | +22.3% | +69.9% | -47.6% | +13.9% |
| 3Y | +50.2% | +82.9% | -32.6% | +35.3% |
| 5Y | +63.3% | -47.6% | +110.9% | +70.8% |
| All | +345.7% | +56.7% | +289.0% | +306.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling