+901.8%
WULF vs ILMN
+32.3%
+869.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.5% |
| 7D | +15.6% | -3.9% | +19.5% | +18.0% |
| 30D | +5.7% | +6.9% | -1.1% | +1.8% |
| 3M | -32.3% | +28.1% | -60.4% | -41.5% |
| 6M | +23.7% | +65.0% | -41.3% | -8.4% |
| YTD | +49.1% | +56.3% | -7.2% | +10.1% |
| 1Y | +66.3% | +108.7% | -42.4% | -3.7% |
| All | +901.8% | +32.3% | +869.4% | +689.1% |
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 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