+1,681.2%
FHN vs WST
+14,518.0%
-12,836.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | -1.0% | -3.1% | +2.1% | -0.1% |
| 30D | +0.2% | +9.1% | -8.9% | -2.4% |
| 3M | -9.0% | +14.7% | -23.7% | -12.8% |
| 6M | -6.8% | +28.0% | -34.8% | -13.8% |
| YTD | -1.5% | +45.6% | -47.2% | -13.0% |
| 1Y | +10.9% | +45.7% | -34.7% | -2.1% |
| 3Y | +119.4% | +21.1% | +98.3% | +87.3% |
| 5Y | +57.5% | +0.3% | +57.2% | +36.4% |
| 10Y | +114.1% | +449.0% | -334.9% | -9.7% |
| All | +1,681.2% | +14,518.0% | -12,836.9% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling