+22.4%
FHN vs WETO
-99.4%
+121.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.5% |
| 7D | -1.2% | -4.3% | +3.1% | -1.2% |
| 30D | -4.8% | -39.9% | +35.1% | -5.5% |
| 3M | -0.7% | -97.9% | +97.2% | +0.2% |
| 6M | +10.6% | -95.0% | +105.7% | +8.7% |
| YTD | +4.6% | -97.2% | +101.8% | +4.4% |
| 1Y | +11.4% | -98.9% | +110.3% | +13.8% |
| All | +22.4% | -99.4% | +121.8% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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