+466.3%
WWD vs FHN
+90.7%
+375.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +3.7% | -0.9% | +4.6% | +4.2% |
| 30D | +1.8% | +2.0% | -0.2% | +0.9% |
| 3M | -5.0% | -6.8% | +1.9% | -1.8% |
| 6M | -8.4% | -0.8% | -7.6% | -8.2% |
| YTD | +12.3% | +0.6% | +11.7% | +12.1% |
| 1Y | +26.2% | +11.5% | +14.7% | +20.2% |
| 3Y | +154.6% | +130.0% | +24.6% | +66.7% |
| 5Y | +195.3% | +60.8% | +134.5% | +100.6% |
| 10Y | +466.3% | +84.0% | +382.3% | +198.1% |
| All | +466.3% | +90.7% | +375.6% | +198.1% |
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