+829.1%
FCX vs BWA
+2,003.3%
-1,174.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | +4.4% | +7.3% | -2.9% | +0.4% |
| 30D | -16.3% | -15.8% | -0.5% | -7.5% |
| 3M | -12.5% | -25.7% | +13.3% | +3.2% |
| 6M | -8.0% | -19.6% | +11.6% | +3.7% |
| YTD | +20.1% | +14.1% | +6.1% | +8.7% |
| 1Y | +45.9% | +12.2% | +33.8% | +33.1% |
| 3Y | +86.2% | +63.8% | +22.4% | +34.3% |
| 5Y | +57.1% | +28.7% | +28.4% | +25.9% |
| 10Y | +382.5% | +95.8% | +286.8% | +202.9% |
| All | +829.1% | +2,003.3% | -1,174.1% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling