+10,726.6%
WAT vs FHN
+340.7%
+10,385.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.3% | +1.2% | -2.5% | -1.5% |
| 30D | +2.3% | -4.7% | +7.0% | +3.3% |
| 3M | +8.7% | +3.5% | +5.2% | +7.9% |
| 6M | +28.3% | +7.8% | +20.5% | +26.2% |
| YTD | +7.8% | +5.9% | +1.9% | +6.4% |
| 1Y | +36.6% | +12.5% | +24.1% | +32.7% |
| 3Y | +45.7% | +117.2% | -71.5% | +21.7% |
| 5Y | -3.3% | +86.5% | -89.9% | -20.5% |
| 10Y | +162.1% | +125.7% | +36.4% | +93.0% |
| All | +10,726.6% | +340.7% | +10,385.9% | +5,740.2% |
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