+280.9%
WMB vs ILMN
+59.3%
+221.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +1.6% | -6.0% | +7.6% | +2.5% |
| 30D | -7.1% | -23.0% | +16.0% | -3.6% |
| 3M | -4.0% | +10.4% | -14.4% | -6.3% |
| 6M | -5.7% | +49.4% | -55.1% | -12.7% |
| YTD | +17.2% | +62.3% | -45.2% | +6.3% |
| 1Y | +17.2% | +73.7% | -56.5% | +5.0% |
| 3Y | +121.1% | +122.5% | -1.5% | +80.5% |
| 5Y | +197.2% | -43.2% | +240.4% | +214.9% |
| 10Y | +280.9% | +59.0% | +222.0% | +278.2% |
| All | +280.9% | +59.3% | +221.6% | +278.2% |
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