+142.4%
WFC vs FHN
+125.8%
+16.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +2.5% | -2.6% | +5.0% | +3.9% |
| 3M | +10.0% | 0.0% | +9.9% | +9.8% |
| 6M | +15.1% | +9.2% | +5.8% | +9.4% |
| YTD | -2.2% | +4.3% | -6.6% | -4.7% |
| 1Y | +13.5% | +10.8% | +2.7% | +6.2% |
| 3Y | +135.2% | +130.7% | +4.5% | +44.7% |
| 5Y | +128.3% | +87.4% | +41.0% | +37.3% |
| 10Y | +142.4% | +126.9% | +15.5% | +16.4% |
| All | +142.4% | +125.8% | +16.6% | +16.4% |
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