+495.3%
WWD vs FHN
+125.8%
+369.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -5.1% | -2.6% | -2.5% | -3.9% |
| 3M | -11.2% | 0.0% | -11.3% | -11.3% |
| 6M | -12.0% | +9.2% | -21.3% | -15.5% |
| YTD | +12.0% | +4.3% | +7.6% | +10.0% |
| 1Y | +42.8% | +10.8% | +32.0% | +35.8% |
| 3Y | +168.9% | +130.7% | +38.2% | +75.3% |
| 5Y | +192.2% | +87.4% | +104.8% | +81.0% |
| 10Y | +495.3% | +126.9% | +368.4% | +174.9% |
| All | +495.3% | +125.8% | +369.4% | +174.9% |
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