-54.8%
ILMN vs FWONK
+95.7%
-150.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -9.2% | -1.5% | -7.7% | -8.7% |
| 30D | +4.4% | -6.8% | +11.2% | +7.3% |
| 3M | +23.9% | +7.7% | +16.2% | +19.8% |
| 6M | +64.5% | +11.0% | +53.5% | +56.3% |
| YTD | +53.5% | -3.1% | +56.6% | +54.0% |
| 1Y | +110.8% | -3.5% | +114.2% | +111.2% |
| 3Y | +30.7% | +44.6% | -14.0% | +5.5% |
| 5Y | -54.8% | +98.3% | -153.1% | -67.6% |
| All | -54.8% | +95.7% | -150.5% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling