+613.6%
FCX vs NWSA
+148.8%
+464.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.1% |
| 7D | -1.9% | -4.8% | +2.9% | +1.2% |
| 30D | +3.4% | +3.0% | +0.4% | +1.4% |
| 3M | +15.0% | +9.3% | +5.7% | +6.9% |
| 6M | +14.6% | +23.2% | -8.5% | -2.0% |
| YTD | +41.2% | +13.3% | +27.9% | +25.9% |
| 1Y | +60.4% | +2.9% | +57.5% | +52.2% |
| 3Y | +88.4% | +43.3% | +45.1% | +41.2% |
| 5Y | +115.0% | +40.9% | +74.2% | +57.4% |
| All | +613.6% | +148.8% | +464.7% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling