+62.4%
WULF vs ILMN
+109.0%
-46.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.8% |
| 7D | +15.6% | -3.9% | +19.5% | +16.1% |
| 30D | +5.7% | +6.9% | -1.1% | +5.4% |
| 3M | -32.3% | +28.1% | -60.4% | -32.9% |
| 6M | +23.7% | +65.0% | -41.3% | +21.7% |
| YTD | +49.1% | +56.3% | -7.2% | +44.7% |
| All | +62.4% | +109.0% | -46.6% | +60.4% |
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