+266.3%
WPM vs FHN
+90.1%
+176.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +3.9% | 0.0% | +3.8% | +3.9% |
| 30D | +17.7% | -2.6% | +20.3% | +17.6% |
| 3M | +39.4% | 0.0% | +39.4% | +39.4% |
| 6M | +6.4% | +9.2% | -2.8% | +6.4% |
| YTD | +34.0% | +4.3% | +29.6% | +33.8% |
| 1Y | +50.5% | +10.8% | +39.8% | +50.6% |
| 3Y | +280.3% | +130.7% | +149.6% | +285.7% |
| 5Y | +266.3% | +87.4% | +179.0% | +273.4% |
| All | +266.3% | +90.1% | +176.3% | +273.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling