+46.2%
FCX vs SW
+743.1%
-696.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.7% | +0.9% |
| 7D | -6.0% | +12.1% | -18.1% | -7.3% |
| 30D | -13.6% | +6.6% | -20.1% | -14.3% |
| 3M | -6.8% | -6.0% | -0.8% | -6.3% |
| 6M | +13.2% | +21.5% | -8.3% | +10.5% |
| YTD | +24.4% | +20.3% | +4.1% | +21.3% |
| 1Y | +60.3% | +28.1% | +32.1% | +55.3% |
| 3Y | +84.8% | +51.6% | +33.2% | +76.8% |
| 5Y | +81.3% | -0.1% | +81.4% | +75.2% |
| 10Y | +530.4% | +189.7% | +340.6% | +464.2% |
| All | +46.2% | +743.1% | -696.8% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling