+259.9%
WMB vs ILMN
+61.7%
+198.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.1% |
| 7D | -6.7% | -2.6% | -4.1% | -6.3% |
| 30D | -8.6% | -20.6% | +12.1% | -5.6% |
| 3M | -4.9% | +17.5% | -22.4% | -8.1% |
| 6M | -6.3% | +55.6% | -61.9% | -13.7% |
| YTD | +13.0% | +68.3% | -55.3% | +2.0% |
| 1Y | +14.9% | +81.1% | -66.2% | +2.3% |
| 3Y | +113.4% | +112.2% | +1.2% | +76.3% |
| 5Y | +190.2% | -42.6% | +232.7% | +208.0% |
| 10Y | +259.9% | +70.5% | +189.4% | +256.5% |
| All | +259.9% | +61.7% | +198.2% | +256.5% |
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