+129.1%
FHN vs WST
+322.7%
-193.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.2% | +0.7% | +0.4% | +1.1% |
| 30D | -4.7% | -3.1% | -1.6% | -4.3% |
| 3M | +3.5% | +7.2% | -3.7% | +2.3% |
| 6M | +7.8% | +36.8% | -29.0% | +2.4% |
| YTD | +5.9% | +23.8% | -18.0% | +2.0% |
| 1Y | +12.5% | +37.8% | -25.3% | +6.2% |
| 3Y | +117.2% | -15.9% | +133.1% | +114.2% |
| 5Y | +86.5% | -25.8% | +112.4% | +88.3% |
| All | +129.1% | +322.7% | -193.5% | +24.5% |
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