+81.4%
FHN vs WCN
+322.1%
-240.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.1% | +2.6% | -0.5% | +0.9% |
| 30D | +3.8% | +23.9% | -20.1% | -6.5% |
| 3M | -8.9% | +17.4% | -26.4% | -15.9% |
| 6M | +1.8% | +28.0% | -26.2% | -10.3% |
| YTD | +0.6% | +11.6% | -11.0% | -5.9% |
| 1Y | +12.9% | +16.9% | -3.9% | +3.1% |
| 3Y | +126.4% | +51.6% | +74.8% | +74.1% |
| 5Y | +62.3% | +48.0% | +14.3% | +22.1% |
| All | +81.4% | +322.1% | -240.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling