+11,850.9%
WDC vs FHN
+1,718.9%
+10,132.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +16.3% | +1.3% | +15.0% | +15.8% |
| 30D | -18.3% | +2.8% | -21.1% | -19.0% |
| 3M | -31.4% | -8.9% | -22.5% | -29.1% |
| 6M | -36.3% | -0.7% | -35.6% | -36.3% |
| YTD | +80.8% | +0.1% | +80.8% | +80.8% |
| 1Y | +87.7% | +10.4% | +77.3% | +80.9% |
| 3Y | +819.4% | +128.8% | +690.6% | +566.9% |
| 5Y | +583.2% | +61.5% | +521.7% | +416.6% |
| 10Y | +689.8% | +83.0% | +606.8% | +441.2% |
| All | +11,850.9% | +1,718.9% | +10,132.1% | +2,056.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling