+35.2%
FCX vs SW
+730.4%
-695.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.5% | -6.0% | -7.3% |
| 7D | -12.5% | +4.7% | -17.1% | -12.9% |
| 30D | -20.0% | +5.0% | -25.0% | -20.5% |
| 3M | -16.4% | -7.3% | -9.0% | -15.8% |
| 6M | +0.8% | +15.0% | -14.1% | -0.9% |
| YTD | +15.1% | +18.5% | -3.5% | +12.4% |
| 1Y | +45.3% | +27.1% | +18.2% | +40.9% |
| 3Y | +70.9% | +49.3% | +21.6% | +63.9% |
| 5Y | +67.5% | -1.6% | +69.1% | +62.1% |
| 10Y | +483.0% | +185.4% | +297.7% | +422.8% |
| All | +35.2% | +730.4% | -695.1% | +23.4% |
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