+12,001.8%
WAT vs FHN
+309.9%
+11,691.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | +5.0% | +0.2% | +4.7% | +4.9% |
| 3M | +14.5% | -9.0% | +23.5% | +16.7% |
| 6M | +30.9% | -6.8% | +37.7% | +32.7% |
| YTD | +20.5% | -1.5% | +22.0% | +20.7% |
| 1Y | +23.3% | +10.9% | +12.3% | +20.4% |
| 3Y | +81.5% | +119.4% | -37.9% | +51.4% |
| 5Y | +33.4% | +57.5% | -24.2% | +14.0% |
| 10Y | +231.5% | +114.1% | +117.4% | +146.9% |
| All | +12,001.8% | +309.9% | +11,691.9% | +6,527.1% |
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 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