+126.6%
FHN vs WSM
+1,058.9%
-932.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -2.6% | -10.7% | +8.1% | +0.7% |
| 3M | +0.8% | +8.5% | -7.6% | -2.0% |
| 6M | +9.2% | +19.6% | -10.4% | +2.6% |
| YTD | +5.1% | +26.6% | -21.5% | -3.1% |
| 1Y | +12.2% | +12.0% | +0.3% | +7.2% |
| 3Y | +132.4% | +226.6% | -94.2% | +49.7% |
| 5Y | +91.1% | +174.1% | -83.0% | +23.0% |
| All | +126.6% | +1,058.9% | -932.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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