+1,143.6%
WULF vs ILMN
+126.6%
+1,017.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.1% | +2.9% |
| 7D | +0.2% | -9.8% | +10.0% | +6.6% |
| 30D | -8.8% | -22.7% | +14.0% | +4.9% |
| 3M | -22.5% | +12.1% | -34.5% | -27.8% |
| 6M | -46.3% | +51.5% | -97.8% | -58.2% |
| YTD | +9.3% | +63.9% | -54.5% | -21.5% |
| 1Y | -12.2% | +76.6% | -88.7% | -39.8% |
| All | +1,143.6% | +126.6% | +1,017.0% | +597.4% |
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 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