+59.7%
WM vs ILMN
-46.1%
+105.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.5% | -2.2% |
| 7D | +1.2% | -9.7% | +10.9% | +1.6% |
| 30D | +13.1% | -20.4% | +33.5% | +13.9% |
| 3M | +3.6% | +10.0% | -6.4% | +2.5% |
| 6M | +8.1% | +49.5% | -41.4% | +4.8% |
| YTD | +8.9% | +62.5% | -53.6% | +4.9% |
| 1Y | +20.3% | +76.0% | -55.6% | +15.2% |
| 3Y | +46.2% | +94.2% | -48.0% | +36.8% |
| All | +59.7% | -46.1% | +105.9% | +60.1% |
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