+28.4%
FHN vs WCC
+1,713.7%
-1,685.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -3.9% | -1.4% |
| 7D | +1.2% | +4.5% | -3.3% | -0.3% |
| 30D | -4.7% | -5.8% | +1.1% | -3.1% |
| 3M | +3.5% | -3.7% | +7.2% | +3.5% |
| 6M | +7.8% | +23.1% | -15.2% | -1.5% |
| YTD | +5.9% | +44.2% | -38.3% | -8.5% |
| 1Y | +12.5% | +62.1% | -49.6% | -7.1% |
| 3Y | +117.2% | +121.1% | -3.9% | +56.1% |
| 5Y | +86.5% | +214.0% | -127.4% | +15.0% |
| 10Y | +125.7% | +472.8% | -347.1% | +7.6% |
| All | +28.4% | +1,713.7% | -1,685.3% | -58.1% |
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