+1,015.5%
FCX vs BWA
+2,685.9%
-1,670.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -1.3% |
| 7D | -4.9% | +5.7% | -10.5% | -7.8% |
| 30D | +4.8% | +1.4% | +3.4% | +3.8% |
| 3M | +4.6% | -12.1% | +16.7% | +12.6% |
| 6M | +10.8% | +28.6% | -17.7% | -3.9% |
| YTD | +44.2% | +51.1% | -6.9% | +11.6% |
| 1Y | +59.6% | +55.9% | +3.7% | +20.7% |
| 3Y | +82.2% | +70.1% | +12.1% | +27.5% |
| 5Y | +115.6% | +90.7% | +24.9% | +38.7% |
| 10Y | +670.6% | +154.0% | +516.6% | +318.0% |
| All | +1,015.5% | +2,685.9% | -1,670.5% | +189.0% |
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