+34.7%
WULF vs ILMN
+54.3%
-19.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +11.0% | -2.9% | +13.9% | +12.3% |
| 30D | +9.4% | -23.8% | +33.2% | +21.9% |
| 3M | -22.6% | +7.5% | -30.1% | -24.8% |
| 6M | -45.4% | +42.8% | -88.2% | -52.6% |
| YTD | +9.8% | +57.8% | -48.0% | -10.1% |
| 1Y | +8.0% | +72.6% | -64.6% | -14.4% |
| 3Y | +1,149.5% | +129.3% | +1,020.2% | +791.2% |
| 5Y | -55.6% | -44.5% | -11.1% | -57.1% |
| All | +34.7% | +54.3% | -19.6% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling