+225.1%
WPM vs FHN
+132.8%
+92.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.2% | -5.1% |
| 7D | +16.4% | +0.9% | +15.5% | +16.3% |
| 30D | -1.5% | +2.1% | -3.5% | -1.6% |
| 3M | +2.6% | -6.0% | +8.5% | +2.8% |
| 6M | -1.3% | -2.9% | +1.6% | -1.4% |
| YTD | +16.8% | +0.7% | +16.1% | +16.3% |
| 1Y | +34.1% | +11.0% | +23.1% | +33.2% |
| 3Y | +225.1% | +130.3% | +94.8% | +192.4% |
| All | +225.1% | +132.8% | +92.4% | +192.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling