+373.5%
FCX vs NWSA
+148.1%
+225.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -3.7% |
| 7D | -0.3% | +2.2% | -2.5% | -1.7% |
| 30D | -14.7% | -8.8% | -6.0% | -10.2% |
| 3M | -11.2% | -6.5% | -4.7% | -8.3% |
| 6M | -11.4% | +1.5% | -12.9% | -14.9% |
| YTD | +17.7% | +4.0% | +13.7% | +9.7% |
| 1Y | +47.5% | +3.4% | +44.0% | +37.8% |
| 3Y | +83.9% | +34.8% | +49.0% | +41.6% |
| 5Y | +54.0% | +18.4% | +35.6% | +25.4% |
| All | +373.5% | +148.1% | +225.4% | +104.7% |
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