+47.5%
FCX vs BBWI
+0.1%
+47.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -14.7% | +12.9% | -27.6% | -15.1% |
| 3M | -11.2% | +16.0% | -27.2% | -11.9% |
| 6M | -11.4% | +16.6% | -28.0% | -12.7% |
| YTD | +17.7% | +9.7% | +8.0% | +15.6% |
| 1Y | +47.5% | +1.5% | +46.0% | +45.7% |
| All | +47.5% | +0.1% | +47.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling