+93.9%
ILMN vs FWONK
+0.2%
+93.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -5.7% |
| 7D | -21.6% | +8.9% | -30.4% | -23.2% |
| 30D | -22.9% | +4.1% | -27.0% | -23.6% |
| 3M | +11.6% | +2.6% | +9.0% | +10.7% |
| 6M | +62.5% | +12.2% | +50.3% | +56.1% |
| YTD | +72.7% | +0.4% | +72.3% | +68.2% |
| 1Y | +93.9% | -1.8% | +95.7% | +90.8% |
| All | +93.9% | +0.2% | +93.7% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 1y: compounded portfolio wealth divided by compounded FWONK 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…
1y analysis · Full analysis span regression · 6 months rolling