+28,547.2%
WM vs FHN
+1,690.1%
+26,857.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | +1.2% | -1.0% | +2.2% | +1.4% |
| 30D | +13.1% | +0.2% | +12.9% | +13.0% |
| 3M | +3.6% | -9.0% | +12.6% | +5.4% |
| 6M | +8.1% | -6.8% | +14.9% | +9.3% |
| YTD | +8.9% | -1.5% | +10.4% | +8.8% |
| 1Y | +20.3% | +10.9% | +9.4% | +17.5% |
| 3Y | +46.2% | +119.4% | -73.2% | +22.9% |
| 5Y | +59.9% | +57.5% | +2.4% | +36.8% |
| 10Y | +345.6% | +114.1% | +231.5% | +235.1% |
| All | +28,547.2% | +1,690.1% | +26,857.1% | +10,970.6% |
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