+107.8%
FHN vs WST
+441.1%
-333.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -1.0% | -3.1% | +2.1% | -0.5% |
| 30D | +0.2% | +9.1% | -8.9% | -1.1% |
| 3M | -9.0% | +14.7% | -23.7% | -10.9% |
| 6M | -6.8% | +28.0% | -34.8% | -10.4% |
| YTD | -1.5% | +45.6% | -47.2% | -7.5% |
| 1Y | +10.9% | +45.7% | -34.7% | +4.2% |
| 3Y | +119.4% | +21.1% | +98.3% | +102.8% |
| 5Y | +57.5% | +0.3% | +57.2% | +49.3% |
| All | +107.8% | +441.1% | -333.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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