+14.7%
WMB vs ILMN
+74.7%
-60.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.6% |
| 7D | -6.9% | -9.8% | +2.9% | -6.7% |
| 30D | -7.2% | -22.7% | +15.6% | -7.1% |
| 3M | -5.4% | +12.1% | -17.5% | -3.7% |
| 6M | -4.9% | +51.5% | -56.3% | -1.8% |
| YTD | +14.7% | +63.9% | -49.2% | +16.6% |
| 1Y | +14.7% | +76.6% | -61.9% | +15.5% |
| All | +14.7% | +74.7% | -60.0% | +15.5% |
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 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