+336.4%
WM vs ILMN
+60.6%
+275.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.5% | -2.3% |
| 7D | +1.2% | -9.7% | +10.9% | +2.0% |
| 30D | +13.1% | -20.4% | +33.5% | +14.9% |
| 3M | +3.6% | +10.0% | -6.4% | +1.7% |
| 6M | +8.1% | +49.5% | -41.4% | +2.6% |
| YTD | +8.9% | +62.5% | -53.6% | +2.0% |
| 1Y | +20.3% | +76.0% | -55.6% | +11.7% |
| 3Y | +46.2% | +94.2% | -48.0% | +30.7% |
| 5Y | +59.9% | -46.3% | +106.2% | +66.9% |
| All | +336.4% | +60.6% | +275.9% | +296.8% |
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