+53.9%
WM vs FHN
+86.2%
-32.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.3% |
| 30D | -2.4% | -4.7% | +2.3% | -2.2% |
| 3M | +0.4% | +3.5% | -3.1% | +0.3% |
| 6M | -9.5% | +7.8% | -17.3% | -9.7% |
| YTD | +0.5% | +5.9% | -5.4% | +0.3% |
| 1Y | -1.1% | +12.5% | -13.6% | -1.6% |
| 3Y | +46.0% | +117.2% | -71.2% | +42.1% |
| All | +53.9% | +86.2% | -32.3% | +47.5% |
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