+584.9%
WDC vs FHN
+63.2%
+521.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.1% | +7.7% | +9.3% |
| 7D | -14.4% | -0.5% | -14.0% | -14.2% |
| 30D | -27.1% | +1.9% | -29.0% | -27.4% |
| 3M | -33.3% | -6.9% | -26.3% | -31.9% |
| 6M | -39.6% | -3.1% | -36.5% | -39.2% |
| YTD | +68.4% | +0.6% | +67.8% | +68.3% |
| 1Y | +78.2% | +12.4% | +65.8% | +73.4% |
| 3Y | +772.0% | +133.7% | +638.3% | +647.7% |
| 5Y | +584.9% | +61.4% | +523.5% | +495.5% |
| All | +584.9% | +63.2% | +521.7% | +495.5% |
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 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