+4,092.2%
WAB vs FHN
+458.6%
+3,633.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -3.2% | +1.2% | -4.4% | -3.6% |
| 30D | -4.4% | -4.7% | +0.3% | -2.9% |
| 3M | +7.9% | +3.5% | +4.3% | +6.5% |
| 6M | +8.7% | +7.8% | +0.9% | +6.1% |
| YTD | +33.0% | +5.9% | +27.1% | +30.2% |
| 1Y | +46.7% | +12.5% | +34.2% | +40.3% |
| 3Y | +153.0% | +117.2% | +35.8% | +90.9% |
| 5Y | +222.3% | +86.5% | +135.7% | +137.7% |
| 10Y | +291.0% | +125.7% | +165.3% | +159.2% |
| All | +4,092.2% | +458.6% | +3,633.6% | +1,853.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling