+281.4%
WMB vs ILMN
+54.3%
+227.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +7.8% | -2.9% | +10.7% | +8.3% |
| 30D | -5.1% | -23.8% | +18.7% | -1.4% |
| 3M | -4.7% | +7.5% | -12.2% | -6.7% |
| 6M | -7.4% | +42.8% | -50.2% | -13.6% |
| YTD | +17.5% | +57.8% | -40.4% | +7.0% |
| 1Y | +19.5% | +72.6% | -53.1% | +7.1% |
| 3Y | +121.3% | +129.3% | -8.1% | +79.2% |
| 5Y | +200.5% | -44.5% | +245.0% | +219.4% |
| All | +281.4% | +54.3% | +227.1% | +283.0% |
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