+302.1%
WMB vs FHN
+126.5%
+175.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.3% | +2.6% |
| 7D | +0.8% | +2.7% | -1.9% | -0.2% |
| 30D | +7.7% | -3.1% | +10.8% | +8.9% |
| 3M | +6.7% | +2.3% | +4.4% | +5.6% |
| 6M | +3.6% | +9.7% | -6.1% | -0.2% |
| YTD | +28.0% | +4.7% | +23.3% | +25.0% |
| 1Y | +37.6% | +13.8% | +23.9% | +29.7% |
| 3Y | +149.0% | +131.6% | +17.5% | +74.7% |
| 5Y | +285.3% | +91.1% | +194.2% | +159.9% |
| 10Y | +302.1% | +126.6% | +175.4% | +101.6% |
| All | +302.1% | +126.5% | +175.6% | +101.6% |
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 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