+71.8%
FHN vs WCN
+6,839.3%
-6,767.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | -4.7% | +0.4% | -5.1% | -4.9% |
| 3M | +3.5% | +7.3% | -3.8% | +1.0% |
| 6M | +7.8% | -2.5% | +10.3% | +8.1% |
| YTD | +5.9% | -5.4% | +11.2% | +6.9% |
| 1Y | +12.5% | -8.5% | +20.9% | +14.6% |
| 3Y | +117.2% | +20.8% | +96.4% | +101.2% |
| 5Y | +86.5% | +30.0% | +56.5% | +66.5% |
| 10Y | +125.7% | +238.4% | -112.7% | +52.7% |
| All | +71.8% | +6,839.3% | -6,767.5% | -33.7% |
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