+1,309.1%
WDC vs FHN
+125.8%
+1,183.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +7.5% | 0.0% | +7.4% | +7.4% |
| 30D | +10.1% | -2.6% | +12.6% | +11.4% |
| 3M | -6.8% | 0.0% | -6.8% | -6.8% |
| 6M | +84.1% | +9.2% | +74.9% | +77.1% |
| YTD | +180.3% | +4.3% | +175.9% | +175.4% |
| 1Y | +411.1% | +10.8% | +400.3% | +384.8% |
| 3Y | +1,375.0% | +130.7% | +1,244.3% | +908.5% |
| 5Y | +991.6% | +87.4% | +904.2% | +619.6% |
| 10Y | +1,309.1% | +126.9% | +1,182.2% | +693.5% |
| All | +1,309.1% | +125.8% | +1,183.3% | +693.5% |
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