+266.3%
WMB vs ILMN
+64.4%
+201.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.9% |
| 7D | -6.9% | -9.8% | +2.9% | -5.4% |
| 30D | -7.2% | -22.7% | +15.6% | -3.8% |
| 3M | -5.4% | +12.1% | -17.5% | -7.9% |
| 6M | -4.9% | +51.5% | -56.3% | -12.1% |
| YTD | +14.7% | +63.9% | -49.2% | +3.9% |
| 1Y | +14.7% | +76.6% | -61.9% | +2.5% |
| 3Y | +116.4% | +124.6% | -8.2% | +76.4% |
| 5Y | +198.5% | -42.7% | +241.3% | +216.0% |
| 10Y | +266.3% | +59.7% | +206.6% | +262.5% |
| All | +266.3% | +64.4% | +201.9% | +262.5% |
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