+116.2%
FHN vs WING
+656.3%
-540.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.1% |
| 7D | -1.0% | +9.0% | -10.0% | -2.3% |
| 30D | +0.2% | +39.9% | -39.7% | -4.9% |
| 3M | -9.0% | +40.4% | -49.4% | -14.2% |
| 6M | -6.8% | +12.9% | -19.7% | -9.8% |
| YTD | -1.5% | -31.1% | +29.6% | +1.8% |
| 1Y | +10.9% | -32.7% | +43.7% | +14.9% |
| 3Y | +119.4% | -19.8% | +139.2% | +108.8% |
| 5Y | +57.5% | +4.0% | +53.6% | +37.3% |
| 10Y | +114.1% | +684.4% | -570.3% | +12.8% |
| All | +116.2% | +656.3% | -540.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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