+276.9%
WAB vs FHN
+90.7%
+186.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +3.1% | -0.9% | +4.0% | +3.6% |
| 30D | +6.4% | +2.0% | +4.4% | +5.6% |
| 3M | +2.2% | -6.8% | +9.0% | +5.1% |
| 6M | +13.7% | -0.8% | +14.5% | +13.8% |
| YTD | +43.0% | +0.6% | +42.4% | +42.1% |
| 1Y | +47.0% | +11.5% | +35.4% | +40.0% |
| 3Y | +174.4% | +130.0% | +44.4% | +88.1% |
| 5Y | +222.2% | +60.8% | +161.4% | +129.7% |
| 10Y | +276.9% | +84.0% | +192.9% | +123.6% |
| All | +276.9% | +90.7% | +186.2% | +123.6% |
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