+192.0%
WEC vs FHN
+90.9%
+101.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.4% | +0.9% | +0.5% | +1.3% |
| 30D | +12.8% | +2.1% | +10.7% | +12.6% |
| 3M | +11.2% | -6.0% | +17.2% | +11.7% |
| 6M | +6.6% | -2.9% | +9.6% | +6.8% |
| YTD | +13.8% | +0.7% | +13.1% | +13.6% |
| 1Y | +7.6% | +11.0% | -3.4% | +6.6% |
| 3Y | +62.2% | +130.3% | -68.1% | +50.2% |
| 5Y | +52.0% | +61.3% | -9.3% | +42.2% |
| All | +192.0% | +90.9% | +101.1% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling