+525.4%
WPM vs FHN
+128.3%
+397.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.1% |
| 7D | -0.6% | -1.2% | +0.7% | -0.6% |
| 30D | +14.4% | -4.8% | +19.2% | +14.4% |
| 3M | +37.0% | -0.7% | +37.7% | +37.0% |
| 6M | +4.1% | +10.6% | -6.5% | +4.2% |
| YTD | +31.7% | +4.6% | +27.1% | +31.7% |
| 1Y | +44.2% | +11.4% | +32.8% | +44.3% |
| 3Y | +265.5% | +132.3% | +133.2% | +269.4% |
| 5Y | +262.5% | +90.2% | +172.3% | +265.1% |
| All | +525.4% | +128.3% | +397.1% | +528.3% |
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