+81.3%
FCX vs SW
-0.1%
+81.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.7% | +0.3% |
| 7D | -6.0% | +12.1% | -18.1% | -8.8% |
| 30D | -13.6% | +6.6% | -20.1% | -15.2% |
| 3M | -6.8% | -6.0% | -0.8% | -5.6% |
| 6M | +13.2% | +21.5% | -8.3% | +6.9% |
| YTD | +24.4% | +20.3% | +4.1% | +17.0% |
| 1Y | +60.3% | +28.1% | +32.1% | +48.3% |
| 3Y | +84.8% | +51.6% | +33.2% | +67.4% |
| 5Y | +81.3% | -0.1% | +81.4% | +55.9% |
| All | +81.3% | -0.1% | +81.4% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 5y: compounded portfolio wealth divided by compounded SW 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…
5y analysis · Full analysis span regression · 6 months rolling