+298.2%
WBD vs FHN
+7.3%
+290.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | +8.8% | -4.7% | +13.5% | +10.4% |
| 3M | +4.6% | +3.5% | +1.1% | +3.3% |
| 6M | +1.1% | +7.8% | -6.7% | -1.7% |
| YTD | -2.0% | +5.9% | -7.9% | -4.4% |
| 1Y | +140.0% | +12.5% | +127.5% | +128.5% |
| 3Y | +144.4% | +117.2% | +27.2% | +89.6% |
| 5Y | -0.2% | +86.5% | -86.8% | -22.8% |
| 10Y | +9.1% | +125.7% | -116.6% | -25.3% |
| All | +298.2% | +7.3% | +290.9% | +202.7% |
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