+18.4%
WMB vs ILMN
+70.7%
-52.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +0.8% |
| 7D | +8.1% | +0.7% | +7.3% | +8.0% |
| 30D | -6.9% | -22.7% | +15.8% | -6.6% |
| 3M | -5.1% | +8.6% | -13.7% | -3.3% |
| 6M | -5.7% | +43.8% | -49.5% | -2.6% |
| YTD | +18.1% | +59.8% | -41.7% | +20.2% |
| 1Y | +18.4% | +71.8% | -53.4% | +20.0% |
| All | +18.4% | +70.7% | -52.2% | +20.0% |
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 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