+283.3%
WMB vs FHN
+80.9%
+202.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +8.1% | +1.3% | +6.8% | +7.6% |
| 30D | -6.9% | +2.8% | -9.7% | -7.8% |
| 3M | -5.1% | -8.9% | +3.8% | -2.1% |
| 6M | -5.7% | -0.7% | -5.0% | -5.8% |
| YTD | +18.1% | +0.1% | +18.0% | +16.9% |
| 1Y | +18.4% | +10.4% | +8.0% | +13.1% |
| 3Y | +122.7% | +128.8% | -6.1% | +56.9% |
| 5Y | +202.0% | +61.5% | +140.6% | +119.9% |
| All | +283.3% | +80.9% | +202.4% | +111.3% |
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