+152.6%
WAT vs FHN
+126.5%
+26.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -0.7% | +2.7% | -3.4% | -1.3% |
| 30D | -1.0% | -3.1% | +2.1% | -0.3% |
| 3M | +10.9% | +2.3% | +8.5% | +10.2% |
| 6M | +33.2% | +9.7% | +23.4% | +30.3% |
| YTD | +6.1% | +4.7% | +1.3% | +4.9% |
| 1Y | +30.2% | +13.8% | +16.5% | +26.0% |
| 3Y | +52.9% | +131.6% | -78.7% | +25.4% |
| 5Y | -5.1% | +91.1% | -96.3% | -23.4% |
| 10Y | +152.6% | +126.6% | +26.0% | +74.9% |
| All | +152.6% | +126.5% | +26.1% | +74.9% |
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