+126.6%
FHN vs WCN
+235.2%
-108.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.3% |
| 7D | -0.8% | -4.4% | +3.6% | +1.3% |
| 30D | -2.6% | -4.4% | +1.8% | -0.6% |
| 3M | +0.8% | +0.5% | +0.4% | +0.1% |
| 6M | +9.2% | -3.3% | +12.5% | +10.0% |
| YTD | +5.1% | -8.5% | +13.6% | +8.4% |
| 1Y | +12.2% | -8.9% | +21.1% | +15.7% |
| 3Y | +132.4% | +18.0% | +114.4% | +102.8% |
| 5Y | +91.1% | +25.0% | +66.0% | +55.0% |
| All | +126.6% | +235.2% | -108.7% | +22.0% |
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