+12.0%
WBD vs FHN
+129.4%
-117.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +4.2% | -2.6% | +6.8% | +5.2% |
| 3M | +7.5% | +0.8% | +6.7% | +6.9% |
| 6M | +1.6% | +9.2% | -7.6% | -2.6% |
| YTD | -2.2% | +5.1% | -7.3% | -5.0% |
| 1Y | +124.9% | +12.2% | +112.7% | +111.0% |
| 3Y | +149.1% | +132.4% | +16.7% | +73.5% |
| 5Y | +7.8% | +91.1% | -83.2% | -25.0% |
| All | +12.0% | +129.4% | -117.4% | -34.4% |
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