+197.9%
WEC vs FHN
+81.8%
+116.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +2.3% | +2.1% | +0.2% | +2.2% |
| 30D | +11.1% | +3.8% | +7.3% | +10.7% |
| 3M | +8.4% | -8.9% | +17.4% | +9.2% |
| 6M | +7.5% | +1.8% | +5.7% | +7.3% |
| YTD | +15.3% | +0.6% | +14.8% | +15.2% |
| 1Y | +9.7% | +12.9% | -3.2% | +8.5% |
| 3Y | +64.7% | +126.4% | -61.7% | +52.7% |
| 5Y | +57.3% | +62.3% | -5.0% | +47.1% |
| All | +197.9% | +81.8% | +116.0% | +151.8% |
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