+138.9%
FCX vs BWA
+88.6%
+50.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.2% | +6.4% |
| 7D | +5.7% | +4.3% | +1.4% | +3.1% |
| 30D | +10.1% | -2.9% | +13.0% | +11.6% |
| 3M | +20.2% | -12.4% | +32.6% | +29.4% |
| 6M | +29.7% | +28.6% | +1.1% | +12.5% |
| YTD | +51.9% | +48.2% | +3.7% | +18.1% |
| 1Y | +66.0% | +50.9% | +15.1% | +27.1% |
| 3Y | +102.7% | +72.2% | +30.6% | +37.8% |
| 5Y | +138.9% | +91.1% | +47.8% | +34.4% |
| All | +138.9% | +88.6% | +50.3% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling