+228.0%
WAB vs FHN
+88.9%
+139.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.8% |
| 7D | +1.7% | +2.7% | -1.0% | +1.0% |
| 30D | -2.4% | -3.1% | +0.7% | -1.7% |
| 3M | +9.7% | +2.3% | +7.3% | +9.0% |
| 6M | +16.5% | +9.7% | +6.8% | +13.9% |
| YTD | +33.7% | +4.7% | +29.0% | +32.0% |
| 1Y | +49.7% | +13.8% | +35.9% | +44.6% |
| 3Y | +170.9% | +131.6% | +39.4% | +128.5% |
| 5Y | +228.0% | +91.1% | +136.9% | +155.5% |
| All | +228.0% | +88.9% | +139.1% | +155.5% |
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