+22.1%
FHN vs WETO
-99.4%
+121.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.8% | -0.4% |
| 7D | 0.0% | -38.7% | +38.7% | +0.1% |
| 30D | -2.6% | -51.3% | +48.7% | -3.2% |
| 3M | 0.0% | -97.8% | +97.9% | +0.9% |
| 6M | +9.2% | -94.8% | +104.0% | +7.2% |
| YTD | +4.3% | -97.2% | +101.5% | +4.1% |
| 1Y | +10.8% | -98.9% | +109.7% | +13.2% |
| All | +22.1% | -99.4% | +121.5% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling