+480.2%
WULF vs ILMN
+1,401.8%
-921.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | +7.6% | +1.2% | +6.3% | +7.5% |
| 30D | -8.6% | +9.2% | -17.8% | -9.4% |
| 3M | -37.0% | +29.8% | -66.8% | -38.6% |
| 6M | +7.4% | +69.2% | -61.8% | +2.1% |
| YTD | +43.7% | +66.4% | -22.7% | +36.2% |
| 1Y | +86.1% | +123.4% | -37.3% | +70.9% |
| 3Y | +733.8% | +33.2% | +700.7% | +698.9% |
| 5Y | -33.6% | -52.0% | +18.4% | -33.8% |
| 10Y | +76.1% | +33.6% | +42.4% | +70.0% |
| All | +480.2% | +1,401.8% | -921.6% | +412.6% |
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