+20.3%
WM vs ILMN
+74.0%
-53.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.5% | -1.9% |
| 7D | +1.2% | -9.7% | +10.9% | +0.7% |
| 30D | +13.1% | -20.4% | +33.5% | +12.0% |
| 3M | +3.6% | +10.0% | -6.4% | +3.1% |
| 6M | +8.1% | +49.5% | -41.4% | +7.9% |
| YTD | +8.9% | +62.5% | -53.6% | +8.0% |
| 1Y | +20.3% | +76.0% | -55.6% | +18.4% |
| All | +20.3% | +74.0% | -53.7% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling