+66.3%
WDC vs FHN
+12.0%
+54.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -27.9% |
| 3M | -34.0% | -6.0% | -28.0% | -30.9% |
| 6M | -39.7% | -2.9% | -36.8% | -38.2% |
| YTD | +68.1% | +0.7% | +67.3% | +65.9% |
| 1Y | +66.3% | +11.0% | +55.3% | +59.9% |
| All | +66.3% | +12.0% | +54.3% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling