+289.9%
WAB vs FHN
+125.8%
+164.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -4.6% | -2.6% | -2.0% | -3.6% |
| 3M | +5.6% | 0.0% | +5.6% | +5.5% |
| 6M | +13.8% | +9.2% | +4.6% | +9.7% |
| YTD | +31.9% | +4.3% | +27.5% | +29.2% |
| 1Y | +48.3% | +10.8% | +37.5% | +41.0% |
| 3Y | +167.1% | +130.7% | +36.4% | +82.2% |
| 5Y | +222.9% | +87.4% | +135.5% | +112.2% |
| 10Y | +289.9% | +126.9% | +163.1% | +101.3% |
| All | +289.9% | +125.8% | +164.1% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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