+305.6%
WM vs ILMN
+33.5%
+272.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | -2.4% | +9.2% | -11.6% | -3.3% |
| 3M | +0.4% | +29.8% | -29.4% | -2.4% |
| 6M | -9.5% | +69.2% | -78.7% | -14.5% |
| YTD | +0.5% | +66.4% | -65.9% | -5.2% |
| 1Y | -1.1% | +123.4% | -124.5% | -10.0% |
| 3Y | +46.0% | +33.2% | +12.9% | +38.7% |
| 5Y | +51.8% | -52.0% | +103.8% | +61.8% |
| All | +305.6% | +33.5% | +272.1% | +259.2% |
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