+542.9%
WMB vs ILMN
+1,401.8%
-858.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +0.6% | +1.2% | -0.7% | +0.3% |
| 30D | +3.3% | +9.2% | -5.9% | +1.5% |
| 3M | +3.1% | +29.8% | -26.7% | -1.8% |
| 6M | -0.7% | +69.2% | -69.9% | -10.0% |
| YTD | +25.2% | +66.4% | -41.2% | +13.3% |
| 1Y | +32.9% | +123.4% | -90.5% | +13.3% |
| 3Y | +140.6% | +33.2% | +107.4% | +117.4% |
| 5Y | +273.5% | -52.0% | +325.4% | +289.7% |
| 10Y | +334.2% | +33.6% | +300.6% | +263.6% |
| All | +542.9% | +1,401.8% | -858.9% | +150.1% |
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