+146.4%
FCX vs NWSA
+102.5%
+43.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -3.8% |
| 7D | -0.3% | +2.2% | -2.5% | -1.8% |
| 30D | -14.7% | -8.8% | -6.0% | -9.9% |
| 3M | -11.2% | -6.5% | -4.7% | -8.1% |
| 6M | -11.4% | +1.5% | -12.9% | -15.1% |
| YTD | +17.7% | +4.0% | +13.7% | +9.1% |
| 1Y | +47.5% | +3.4% | +44.0% | +37.1% |
| 3Y | +83.9% | +34.8% | +49.0% | +39.3% |
| 5Y | +54.0% | +18.4% | +35.6% | +23.8% |
| 10Y | +372.9% | +149.2% | +223.7% | +93.9% |
| All | +146.4% | +102.5% | +43.9% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling