+50.0%
FHN vs WTW
+1,094.8%
-1,044.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +1.6% |
| 7D | 0.0% | -7.1% | +7.1% | +4.1% |
| 30D | -2.6% | -8.5% | +6.0% | +2.0% |
| 3M | 0.0% | +20.6% | -20.5% | -10.6% |
| 6M | +9.2% | +7.2% | +2.0% | +3.0% |
| YTD | +4.3% | -3.9% | +8.2% | +3.6% |
| 1Y | +10.8% | -3.6% | +14.4% | +9.5% |
| 3Y | +130.7% | +60.7% | +70.0% | +67.2% |
| 5Y | +87.4% | +42.2% | +45.2% | +42.0% |
| 10Y | +126.9% | +195.5% | -68.6% | +10.6% |
| All | +50.0% | +1,094.8% | -1,044.9% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling