+63.3%
WM vs ILMN
-49.5%
+112.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.2% | +9.3% | +1.5% |
| 7D | +4.5% | -28.3% | +32.8% | +5.8% |
| 30D | +16.1% | -24.0% | +40.0% | +17.2% |
| 3M | +8.0% | +4.1% | +4.0% | +7.1% |
| 6M | +8.4% | +49.6% | -41.1% | +5.1% |
| YTD | +11.2% | +58.6% | -47.4% | +7.2% |
| 1Y | +22.3% | +69.9% | -47.6% | +17.3% |
| 3Y | +50.2% | +82.9% | -32.6% | +41.2% |
| 5Y | +63.3% | -47.6% | +110.9% | +63.1% |
| All | +63.3% | -49.5% | +112.8% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling