+123.4%
ILMN vs FWONK
-4.6%
+128.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | +1.2% | -6.2% | +7.4% | +3.0% |
| 30D | +9.2% | -0.6% | +9.8% | +9.4% |
| 3M | +29.8% | +11.1% | +18.8% | +25.4% |
| 6M | +69.2% | +11.7% | +57.5% | +61.6% |
| YTD | +66.4% | -3.1% | +69.4% | +66.4% |
| 1Y | +123.4% | -4.2% | +127.6% | +124.4% |
| All | +123.4% | -4.6% | +128.0% | +124.4% |
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