+341.4%
WULF vs ILMN
+1,379.0%
-1,037.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.1% | +1.7% |
| 7D | +0.2% | -9.8% | +10.0% | +1.4% |
| 30D | -8.8% | -22.7% | +14.0% | -6.2% |
| 3M | -22.5% | +12.1% | -34.5% | -23.2% |
| 6M | -46.3% | +51.5% | -97.8% | -48.4% |
| YTD | +9.3% | +63.9% | -54.5% | +3.9% |
| 1Y | -12.2% | +76.6% | -88.7% | -17.1% |
| 3Y | +1,181.6% | +124.6% | +1,057.0% | +1,089.0% |
| 5Y | -55.4% | -42.7% | -12.7% | -55.6% |
| 10Y | +34.1% | +59.7% | -25.6% | +29.3% |
| All | +341.4% | +1,379.0% | -1,037.6% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling