+22.0%
FHN vs WCC
+1,591.2%
-1,569.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.5% | -1.2% |
| 7D | -0.9% | +3.3% | -4.2% | -2.2% |
| 30D | +2.0% | -9.4% | +11.5% | +4.4% |
| 3M | -6.8% | -10.5% | +3.7% | -4.9% |
| 6M | -0.8% | -10.4% | +9.6% | +0.1% |
| YTD | +0.6% | +34.4% | -33.8% | -12.2% |
| 1Y | +11.5% | +27.7% | -16.1% | -1.1% |
| 3Y | +130.0% | +137.9% | -8.0% | +59.5% |
| 5Y | +60.8% | +147.0% | -86.2% | +5.9% |
| 10Y | +84.0% | +442.5% | -358.5% | -11.6% |
| All | +22.0% | +1,591.2% | -1,569.2% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling