+192.5%
WWD vs FHN
+88.9%
+103.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | +0.8% | +2.7% | -1.9% | +0.1% |
| 30D | -6.4% | -3.1% | -3.3% | -5.6% |
| 3M | -5.6% | +2.3% | -8.0% | -6.2% |
| 6M | -9.1% | +9.7% | -18.8% | -11.1% |
| YTD | +12.5% | +4.7% | +7.8% | +11.4% |
| 1Y | +41.3% | +13.8% | +27.6% | +37.0% |
| 3Y | +170.2% | +131.6% | +38.7% | +129.1% |
| 5Y | +192.5% | +91.1% | +101.3% | +133.6% |
| All | +192.5% | +88.9% | +103.6% | +133.6% |
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