+72.2%
FCX vs BWA
+32.7%
+39.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.1% |
| 7D | -2.4% | -2.4% | +0.1% | -0.9% |
| 30D | -18.0% | -17.7% | -0.3% | -8.3% |
| 3M | -14.3% | -27.0% | +12.7% | +1.9% |
| 6M | -1.7% | -17.3% | +15.6% | +9.1% |
| YTD | +19.8% | +12.9% | +7.0% | +8.8% |
| 1Y | +48.6% | +12.9% | +35.7% | +34.7% |
| 3Y | +85.8% | +62.1% | +23.7% | +31.7% |
| 5Y | +72.2% | +30.7% | +41.5% | +25.5% |
| All | +72.2% | +32.7% | +39.5% | +25.5% |
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 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