+100.5%
WMB vs ILMN
+88.1%
+12.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.7% | -0.4% |
| 7D | -13.8% | -9.7% | -4.1% | -13.4% |
| 30D | -10.3% | -20.4% | +10.1% | -9.7% |
| 3M | -10.1% | +10.0% | -20.1% | -10.2% |
| 6M | -11.8% | +49.5% | -61.3% | -12.9% |
| YTD | +8.9% | +62.5% | -53.5% | +7.1% |
| 1Y | +14.0% | +76.0% | -62.0% | +11.6% |
| 3Y | +100.5% | +94.2% | +6.4% | +91.0% |
| All | +100.5% | +88.1% | +12.5% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling