+21.0%
ILMN vs FWONK
+276.3%
-255.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -9.2% | -1.5% | -7.7% | -8.7% |
| 30D | +4.4% | -6.8% | +11.2% | +6.8% |
| 3M | +23.9% | +7.7% | +16.2% | +20.6% |
| 6M | +64.5% | +11.0% | +53.5% | +58.0% |
| YTD | +53.5% | -3.1% | +56.6% | +53.9% |
| 1Y | +110.8% | -3.5% | +114.2% | +111.3% |
| 3Y | +30.7% | +44.6% | -14.0% | +12.4% |
| 5Y | -54.8% | +98.3% | -153.1% | -64.9% |
| 10Y | +25.5% | +339.3% | -313.8% | -25.9% |
| All | +21.0% | +276.3% | -255.3% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling