+31.7%
WEC vs FHN
+88.9%
-57.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.1% |
| 7D | +0.8% | +2.7% | -1.9% | +0.7% |
| 30D | +0.3% | -3.1% | +3.4% | +0.5% |
| 3M | -2.9% | +2.3% | -5.3% | -3.0% |
| 6M | -5.9% | +9.7% | -15.7% | -6.3% |
| YTD | +4.1% | +4.7% | -0.6% | +3.9% |
| 1Y | +3.1% | +13.8% | -10.6% | +2.5% |
| 3Y | +40.8% | +131.6% | -90.8% | +35.4% |
| 5Y | +31.7% | +91.1% | -59.4% | +31.1% |
| All | +31.7% | +88.9% | -57.2% | +31.1% |
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