+63.2%
FHN vs WCN
+8,080.5%
-8,017.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.1% | +2.6% | -0.5% | +1.3% |
| 30D | +3.8% | +23.9% | -20.1% | -3.1% |
| 3M | -8.9% | +17.4% | -26.4% | -13.6% |
| 6M | +1.8% | +28.0% | -26.2% | -6.2% |
| YTD | +0.6% | +11.6% | -11.0% | -3.7% |
| 1Y | +12.9% | +16.9% | -3.9% | +6.5% |
| 3Y | +126.4% | +51.6% | +74.8% | +95.3% |
| 5Y | +62.3% | +48.0% | +14.3% | +39.1% |
| 10Y | +84.0% | +322.6% | -238.6% | +16.2% |
| All | +63.2% | +8,080.5% | -8,017.3% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling