+229.7%
WAT vs FHN
+80.9%
+148.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +2.0% | +1.3% | +0.8% | +1.7% |
| 30D | +7.7% | +2.8% | +4.9% | +7.0% |
| 3M | +11.1% | -8.9% | +20.0% | +13.4% |
| 6M | +31.2% | -0.7% | +31.9% | +31.3% |
| YTD | +21.7% | +0.1% | +21.6% | +21.5% |
| 1Y | +19.3% | +10.4% | +8.9% | +16.5% |
| 3Y | +80.6% | +128.8% | -48.2% | +48.7% |
| 5Y | +29.5% | +61.5% | -31.9% | +9.2% |
| All | +229.7% | +80.9% | +148.8% | +144.3% |
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