+992.6%
WDC vs FHN
+88.9%
+903.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.4% |
| 7D | +6.0% | +2.7% | +3.3% | +5.2% |
| 30D | +9.9% | -3.1% | +13.0% | +11.0% |
| 3M | -9.4% | +2.3% | -11.7% | -9.9% |
| 6M | +94.7% | +9.7% | +85.0% | +89.8% |
| YTD | +177.4% | +4.7% | +172.6% | +174.3% |
| 1Y | +412.6% | +13.8% | +398.8% | +393.6% |
| 3Y | +1,359.8% | +131.6% | +1,228.2% | +1,130.5% |
| 5Y | +992.6% | +91.1% | +901.4% | +766.4% |
| All | +992.6% | +88.9% | +903.6% | +766.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling