+461.1%
WMB vs ILMN
+1,331.5%
-870.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -8.2% | +2.9% | -4.0% |
| 7D | -14.2% | -28.3% | +14.1% | -9.6% |
| 30D | -11.2% | -24.0% | +12.7% | -7.4% |
| 3M | -9.9% | +4.1% | -13.9% | -11.3% |
| 6M | -14.4% | +49.6% | -63.9% | -21.1% |
| YTD | +9.2% | +58.6% | -49.3% | -1.0% |
| 1Y | +15.1% | +69.9% | -54.8% | +3.0% |
| 3Y | +99.2% | +82.9% | +16.3% | +69.3% |
| 5Y | +180.2% | -47.6% | +227.9% | +186.0% |
| 10Y | +273.7% | +58.8% | +214.9% | +203.8% |
| All | +461.1% | +1,331.5% | -870.3% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling