+131.6%
FHN vs WCC
+137.6%
-6.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -2.0% |
| 7D | +2.7% | +8.5% | -5.8% | -0.3% |
| 30D | -3.1% | -1.0% | -2.1% | -3.0% |
| 3M | +2.3% | +2.1% | +0.2% | +0.3% |
| 6M | +9.7% | +36.8% | -27.1% | -5.3% |
| YTD | +4.7% | +47.7% | -43.0% | -12.9% |
| 1Y | +13.8% | +66.5% | -52.8% | -10.7% |
| 3Y | +131.6% | +134.2% | -2.6% | +37.4% |
| All | +131.6% | +137.6% | -6.1% | +37.4% |
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