+219.0%
WAB vs FHN
+61.2%
+157.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.0% |
| 7D | +5.1% | +2.1% | +2.9% | +4.5% |
| 30D | +4.0% | +3.8% | +0.2% | +3.1% |
| 3M | +0.1% | -8.9% | +9.0% | +2.4% |
| 6M | +12.8% | +1.8% | +11.0% | +12.2% |
| YTD | +40.1% | +0.6% | +39.5% | +39.7% |
| 1Y | +46.4% | +12.9% | +33.4% | +42.2% |
| 3Y | +167.4% | +126.4% | +41.0% | +129.4% |
| All | +219.0% | +61.2% | +157.8% | +173.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling