+7.4%
WULF vs ILMN
+66.7%
-59.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.4% |
| 7D | +7.6% | +1.2% | +6.3% | +7.0% |
| 30D | -8.6% | +9.2% | -17.8% | -11.3% |
| 3M | -37.0% | +29.8% | -66.8% | -42.2% |
| 6M | +7.4% | +69.2% | -61.8% | -14.7% |
| All | +7.4% | +66.7% | -59.3% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling