+3,978.4%
WEC vs FHN
+1,824.4%
+2,154.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.3% | +1.2% | -1.4% | -0.4% |
| 30D | -1.3% | -4.7% | +3.4% | -0.8% |
| 3M | -3.9% | +3.5% | -7.5% | -4.3% |
| 6M | -8.3% | +7.8% | -16.1% | -9.1% |
| YTD | +3.1% | +5.9% | -2.8% | +2.3% |
| 1Y | +1.9% | +12.5% | -10.5% | +0.4% |
| 3Y | +41.9% | +117.2% | -75.3% | +29.3% |
| 5Y | +30.8% | +86.5% | -55.8% | +18.2% |
| 10Y | +141.9% | +125.7% | +16.2% | +103.8% |
| All | +3,978.4% | +1,824.4% | +2,154.0% | +2,476.3% |
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