+24.3%
ILMN vs FWONK
+340.2%
-315.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | +7.0% | -7.7% | +14.8% | +10.0% |
| 3M | +24.2% | +5.7% | +18.5% | +21.5% |
| 6M | +69.9% | +13.5% | +56.5% | +61.5% |
| YTD | +57.4% | -3.0% | +60.4% | +57.8% |
| 1Y | +107.9% | -6.4% | +114.3% | +110.7% |
| 3Y | +37.1% | +43.8% | -6.7% | +17.0% |
| 5Y | -53.7% | +98.6% | -152.3% | -64.6% |
| All | +24.3% | +340.2% | -315.9% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling