+330.8%
WM vs FHN
+80.9%
+249.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +1.2% | +1.3% | -0.1% | +1.0% |
| 30D | +15.2% | +2.8% | +12.4% | +14.8% |
| 3M | +8.3% | -8.9% | +17.3% | +9.8% |
| 6M | +13.1% | -0.7% | +13.8% | +13.1% |
| YTD | +12.5% | +0.1% | +12.5% | +12.1% |
| 1Y | +21.8% | +10.4% | +11.4% | +19.5% |
| 3Y | +48.8% | +128.8% | -80.0% | +27.5% |
| 5Y | +62.1% | +61.5% | +0.6% | +41.1% |
| All | +330.8% | +80.9% | +249.9% | +232.0% |
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