+642.9%
WDC vs FHN
+81.8%
+561.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.5% | -5.2% |
| 7D | +12.1% | +2.1% | +10.0% | +11.1% |
| 30D | -18.8% | +3.8% | -22.6% | -20.0% |
| 3M | -39.3% | -8.9% | -30.4% | -36.9% |
| 6M | -40.1% | +1.8% | -41.9% | -40.8% |
| YTD | +71.8% | +0.6% | +71.2% | +71.2% |
| 1Y | +88.5% | +12.9% | +75.5% | +78.7% |
| 3Y | +770.0% | +126.4% | +643.6% | +501.4% |
| 5Y | +549.0% | +62.3% | +486.7% | +360.0% |
| All | +642.9% | +81.8% | +561.0% | +364.4% |
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