+663.9%
FCX vs BWA
+151.4%
+512.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.5% |
| 7D | +3.1% | +0.1% | +3.0% | +2.9% |
| 30D | +8.1% | -5.6% | +13.7% | +12.0% |
| 3M | +18.9% | -10.7% | +29.6% | +28.1% |
| 6M | +26.6% | +23.2% | +3.4% | +9.7% |
| YTD | +51.2% | +46.0% | +5.2% | +13.2% |
| 1Y | +75.6% | +51.2% | +24.4% | +27.4% |
| 3Y | +101.7% | +69.6% | +32.2% | +29.6% |
| 5Y | +134.6% | +86.6% | +48.0% | +34.6% |
| All | +663.9% | +151.4% | +512.5% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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