-0.8%
FHN vs WCC
-11.7%
+11.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +1.7% |
| 7D | -0.5% | -5.7% | +5.2% | -0.6% |
| 30D | +1.9% | -13.5% | +15.4% | +2.3% |
| 3M | -6.9% | -12.9% | +5.9% | -6.7% |
| All | -0.8% | -11.7% | +11.0% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling