+27.3%
WAT vs FHN
+14.6%
+12.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.9% |
| 7D | -1.9% | +2.3% | -4.2% | -2.9% |
| 30D | +6.2% | +1.6% | +4.6% | +5.4% |
| 3M | +18.1% | -8.4% | +26.4% | +22.8% |
| 6M | +54.9% | -2.3% | +57.2% | +55.6% |
| YTD | +23.1% | +1.5% | +21.6% | +20.8% |
| 1Y | +27.3% | +15.0% | +12.3% | +18.1% |
| All | +27.3% | +14.6% | +12.7% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling