+118.2%
WFC vs FHN
+94.7%
+23.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.9% | +0.9% | 0.0% | +0.4% |
| 30D | +3.3% | +2.1% | +1.2% | +2.1% |
| 3M | -1.4% | -6.0% | +4.5% | +2.1% |
| 6M | +14.7% | -2.9% | +17.7% | +16.6% |
| YTD | -5.9% | +0.7% | -6.6% | -6.4% |
| 1Y | +1.8% | +11.0% | -9.2% | -4.1% |
| 3Y | +124.9% | +130.3% | -5.4% | +39.4% |
| 5Y | +92.7% | +61.3% | +31.5% | +28.5% |
| 10Y | +118.2% | +89.6% | +28.6% | +16.6% |
| All | +118.2% | +94.7% | +23.5% | +16.6% |
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