+336.3%
WBD vs FHN
+1.2%
+335.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.5% | +10.2% | +29.3% | +36.1% |
| 7D | +39.5% | +10.2% | +29.3% | +36.1% |
| 30D | +39.5% | +10.2% | +29.3% | +36.1% |
| 3M | +39.5% | +10.2% | +29.3% | +36.1% |
| 6M | +39.5% | +10.2% | +29.3% | +36.1% |
| YTD | +39.5% | +10.2% | +29.3% | +36.1% |
| 1Y | +63.0% | +6.5% | +56.5% | +60.3% |
| 3Y | +206.7% | +146.0% | +60.8% | +132.8% |
| 5Y | +18.4% | +67.2% | -48.8% | -3.9% |
| 10Y | +11.8% | +108.9% | -97.2% | -20.5% |
| All | +336.3% | +1.2% | +335.1% | +242.7% |
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