+60.3%
FCX vs FWONK
+0.2%
+60.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.8% |
| 7D | -6.0% | +8.9% | -14.9% | -7.2% |
| 30D | -13.6% | +4.1% | -17.7% | -14.1% |
| 3M | -6.8% | +2.6% | -9.4% | -6.9% |
| 6M | +13.2% | +12.2% | +1.0% | +9.6% |
| YTD | +24.4% | +0.4% | +24.0% | +21.7% |
| 1Y | +60.3% | -1.8% | +62.1% | +59.2% |
| All | +60.3% | +0.2% | +60.1% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 1y: compounded portfolio wealth divided by compounded FWONK 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…
1y analysis · Full analysis span regression · 6 months rolling