+91.1%
FHN vs WCC
+229.6%
-138.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.9% |
| 7D | +2.7% | +8.5% | -5.8% | -0.2% |
| 30D | -3.1% | -1.0% | -2.1% | -3.1% |
| 3M | +2.3% | +2.1% | +0.2% | +0.3% |
| 6M | +9.7% | +36.8% | -27.1% | -4.2% |
| YTD | +4.7% | +47.7% | -43.0% | -11.5% |
| 1Y | +13.8% | +66.5% | -52.8% | -8.6% |
| 3Y | +131.6% | +134.2% | -2.6% | +57.5% |
| 5Y | +91.1% | +231.6% | -140.5% | +9.7% |
| All | +91.1% | +229.6% | -138.5% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling