+126.9%
FHN vs WCC
+506.2%
-379.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | 0.0% | +6.8% | -6.8% | -3.1% |
| 30D | -2.6% | -3.0% | +0.4% | -1.6% |
| 3M | 0.0% | +0.2% | -0.2% | -2.0% |
| 6M | +9.2% | +33.2% | -23.9% | -8.0% |
| YTD | +4.3% | +45.8% | -41.5% | -16.5% |
| 1Y | +10.8% | +68.4% | -57.6% | -18.3% |
| 3Y | +130.7% | +131.1% | -0.4% | +35.1% |
| 5Y | +87.4% | +225.6% | -138.2% | -16.8% |
| 10Y | +126.9% | +534.2% | -407.3% | -49.2% |
| All | +126.9% | +506.2% | -379.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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