+660.4%
WDC vs FHN
+94.7%
+565.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -16.7% | +0.9% | -17.6% | -16.9% |
| 30D | -27.2% | +2.1% | -29.3% | -27.8% |
| 3M | -34.0% | -6.0% | -28.0% | -32.3% |
| 6M | -39.7% | -2.9% | -36.8% | -39.2% |
| YTD | +68.1% | +0.7% | +67.3% | +67.4% |
| 1Y | +66.3% | +11.0% | +55.3% | +58.9% |
| 3Y | +754.4% | +130.3% | +624.1% | +486.1% |
| 5Y | +595.8% | +61.3% | +534.5% | +394.7% |
| 10Y | +660.4% | +89.6% | +570.8% | +395.6% |
| All | +660.4% | +94.7% | +565.7% | +395.6% |
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