-26.7%
WULF vs ILMN
-52.9%
+26.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.3% | +11.5% | +10.1% |
| 7D | +21.9% | +1.9% | +20.0% | +20.5% |
| 30D | +4.6% | +12.3% | -7.7% | -2.5% |
| 3M | -30.9% | +33.5% | -64.5% | -42.3% |
| 6M | +29.9% | +69.4% | -39.5% | -6.7% |
| YTD | +55.4% | +60.9% | -5.5% | +11.5% |
| 1Y | +94.1% | +115.0% | -20.8% | +10.6% |
| 3Y | +892.2% | +37.0% | +855.2% | +638.2% |
| 5Y | -26.7% | -53.1% | +26.4% | -8.7% |
| All | -26.7% | -52.9% | +26.2% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling