+125.5%
FHN vs WTW
+198.0%
-72.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.2% | -5.7% | +4.5% | +1.7% |
| 30D | -4.8% | -7.3% | +2.5% | -1.4% |
| 3M | -0.7% | +21.5% | -22.2% | -10.9% |
| 6M | +10.6% | +9.6% | +1.0% | +3.6% |
| YTD | +4.6% | -3.3% | +7.9% | +4.0% |
| 1Y | +11.4% | -6.1% | +17.5% | +12.3% |
| 3Y | +132.3% | +61.8% | +70.4% | +68.2% |
| 5Y | +90.2% | +42.7% | +47.5% | +44.3% |
| All | +125.5% | +198.0% | -72.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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