+15,588.9%
WWD vs FHN
+592.7%
+14,996.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +1.3% | +1.2% | +0.1% | +0.8% |
| 30D | -7.2% | -4.7% | -2.5% | -5.5% |
| 3M | -3.8% | +3.5% | -7.4% | -5.1% |
| 6M | -9.9% | +7.8% | -17.7% | -12.3% |
| YTD | +14.8% | +5.9% | +8.9% | +12.6% |
| 1Y | +42.1% | +12.5% | +29.6% | +35.8% |
| 3Y | +170.8% | +117.2% | +53.6% | +97.5% |
| 5Y | +197.5% | +86.5% | +111.0% | +111.1% |
| 10Y | +477.8% | +125.7% | +352.1% | +267.8% |
| All | +15,588.9% | +592.7% | +14,996.2% | +8,132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling