+827.0%
FCX vs BBWI
+832.3%
-5.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -2.4% | -4.2% | +1.9% | -0.9% |
| 30D | -18.0% | +24.9% | -42.8% | -24.3% |
| 3M | -14.3% | +13.2% | -27.5% | -19.4% |
| 6M | -1.7% | +12.1% | -13.8% | -8.6% |
| YTD | +19.8% | +11.1% | +8.8% | +9.1% |
| 1Y | +48.6% | +0.7% | +47.9% | +37.4% |
| 3Y | +85.8% | -23.8% | +109.6% | +78.8% |
| 5Y | +72.2% | -66.9% | +139.2% | +107.8% |
| 10Y | +386.3% | -45.3% | +431.6% | +295.9% |
| All | +827.0% | +832.3% | -5.3% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling