+26,336.4%
WM vs FHN
+1,824.4%
+24,512.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | -2.4% | -4.7% | +2.3% | -1.6% |
| 3M | +0.4% | +3.5% | -3.1% | -0.3% |
| 6M | -9.5% | +7.8% | -17.3% | -10.9% |
| YTD | +0.5% | +5.9% | -5.4% | -0.9% |
| 1Y | -1.1% | +12.5% | -13.6% | -3.8% |
| 3Y | +46.0% | +117.2% | -71.2% | +22.9% |
| 5Y | +51.8% | +86.5% | -34.7% | +25.6% |
| 10Y | +307.5% | +125.7% | +181.8% | +203.5% |
| All | +26,336.4% | +1,824.4% | +24,512.0% | +9,984.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling