+17,845.4%
WDC vs FHN
+1,824.4%
+16,021.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +5.9% | +5.9% |
| 7D | +1.7% | +1.2% | +0.6% | +1.3% |
| 30D | -10.0% | -4.7% | -5.3% | -8.2% |
| 3M | -18.8% | +3.5% | -22.3% | -19.8% |
| 6M | +79.0% | +7.8% | +71.2% | +74.1% |
| YTD | +171.6% | +5.9% | +165.7% | +166.2% |
| 1Y | +417.4% | +12.5% | +404.9% | +391.6% |
| 3Y | +1,251.8% | +117.2% | +1,134.6% | +895.4% |
| 5Y | +911.7% | +86.5% | +825.2% | +625.4% |
| 10Y | +1,399.6% | +125.7% | +1,273.9% | +854.0% |
| All | +17,845.4% | +1,824.4% | +16,021.0% | +3,074.5% |
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 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