+83.4%
WAT vs FHN
+131.2%
-47.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.6% | +2.1% | -1.5% | -0.1% |
| 30D | +5.4% | +3.8% | +1.6% | +4.2% |
| 3M | +11.3% | -8.9% | +20.2% | +14.6% |
| 6M | +37.4% | +1.8% | +35.6% | +36.2% |
| YTD | +21.2% | +0.6% | +20.6% | +20.6% |
| 1Y | +21.3% | +12.9% | +8.4% | +16.6% |
| 3Y | +83.4% | +126.4% | -43.0% | +43.6% |
| All | +83.4% | +131.2% | -47.8% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling