+1,814.8%
FHN vs WSM
+34,755.7%
-32,940.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.6% |
| 7D | +1.2% | -3.3% | +4.4% | +1.9% |
| 30D | -4.7% | -8.4% | +3.7% | -2.8% |
| 3M | +3.5% | +9.7% | -6.1% | +1.1% |
| 6M | +7.8% | +16.7% | -8.9% | +3.6% |
| YTD | +5.9% | +28.7% | -22.8% | -0.6% |
| 1Y | +12.5% | +13.7% | -1.2% | +8.4% |
| 3Y | +117.2% | +230.1% | -112.9% | +58.3% |
| 5Y | +86.5% | +179.0% | -92.4% | +35.6% |
| 10Y | +125.7% | +1,002.5% | -876.8% | +13.6% |
| All | +1,814.8% | +34,755.7% | -32,940.9% | +435.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling