+54.8%
WEC vs FHN
+63.2%
-8.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +1.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.2% |
| 30D | +12.9% | +1.9% | +11.0% | +12.8% |
| 3M | +9.8% | -6.9% | +16.7% | +10.2% |
| 6M | +6.7% | -3.1% | +9.8% | +6.9% |
| YTD | +14.0% | +0.6% | +13.4% | +13.9% |
| 1Y | +7.3% | +12.4% | -5.0% | +6.7% |
| 3Y | +63.8% | +133.7% | -69.9% | +57.3% |
| 5Y | +54.8% | +61.4% | -6.6% | +51.8% |
| All | +54.8% | +63.2% | -8.5% | +51.8% |
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 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