+32.9%
WMB vs ILMN
+127.6%
-94.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | +0.6% | +1.2% | -0.7% | +0.6% |
| 30D | +3.3% | +9.2% | -5.9% | +3.6% |
| 3M | +3.1% | +29.8% | -26.7% | +3.9% |
| 6M | -0.7% | +69.2% | -69.9% | +0.2% |
| YTD | +25.2% | +66.4% | -41.2% | +26.1% |
| 1Y | +32.9% | +123.4% | -90.5% | +34.3% |
| All | +32.9% | +127.6% | -94.8% | +34.3% |
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