+133.7%
FHN vs WCC
+135.0%
-1.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | -0.5% |
| 7D | -0.5% | -5.7% | +5.2% | +0.8% |
| 30D | +1.9% | -13.5% | +15.4% | +5.9% |
| 3M | -6.9% | -12.9% | +5.9% | -4.1% |
| 6M | -3.1% | -10.7% | +7.6% | -2.2% |
| YTD | +0.6% | +30.0% | -29.4% | -13.7% |
| 1Y | +12.4% | +24.7% | -12.3% | -2.1% |
| 3Y | +133.7% | +136.6% | -2.9% | +31.6% |
| All | +133.7% | +135.0% | -1.3% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling