+63.3%
WM vs FHN
+57.4%
+5.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.3% |
| 7D | +4.5% | -2.3% | +6.8% | +4.6% |
| 30D | +16.1% | -0.9% | +17.0% | +16.1% |
| 3M | +8.0% | -11.0% | +19.1% | +8.4% |
| 6M | +8.4% | -5.4% | +13.8% | +8.6% |
| YTD | +11.2% | -1.2% | +12.4% | +11.2% |
| 1Y | +22.3% | +10.5% | +11.8% | +21.8% |
| 3Y | +50.2% | +115.1% | -64.9% | +46.5% |
| 5Y | +63.3% | +58.1% | +5.2% | +60.0% |
| All | +63.3% | +57.4% | +5.9% | +60.0% |
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 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