+151.3%
WWD vs FHN
+132.8%
+18.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.4% | +0.9% | -0.5% | +0.1% |
| 30D | -0.4% | +2.1% | -2.5% | -1.3% |
| 3M | -6.1% | -6.0% | -0.1% | -3.6% |
| 6M | -9.5% | -2.9% | -6.6% | -8.4% |
| YTD | +10.8% | +0.7% | +10.1% | +10.6% |
| 1Y | +23.5% | +11.0% | +12.5% | +19.0% |
| 3Y | +151.3% | +130.3% | +21.0% | +112.5% |
| All | +151.3% | +132.8% | +18.5% | +112.5% |
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