+201.9%
FCX vs NWSA
+127.4%
+74.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.5% |
| 7D | -4.9% | -1.9% | -3.0% | -3.6% |
| 30D | +4.8% | +4.6% | +0.2% | +1.3% |
| 3M | +4.6% | +13.2% | -8.6% | -5.7% |
| 6M | +10.8% | +27.0% | -16.2% | -8.4% |
| YTD | +44.2% | +16.8% | +27.4% | +24.9% |
| 1Y | +59.6% | +4.5% | +55.1% | +49.1% |
| 3Y | +82.2% | +46.2% | +36.0% | +31.9% |
| 5Y | +115.6% | +40.9% | +74.7% | +54.4% |
| 10Y | +670.6% | +145.1% | +525.4% | +228.5% |
| All | +201.9% | +127.4% | +74.5% | +33.2% |
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 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