+724.2%
FCX vs W
+142.4%
+581.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +3.1% | +5.9% | -2.8% | +1.8% |
| 30D | +8.1% | -3.0% | +11.2% | +8.8% |
| 3M | +18.9% | +40.3% | -21.4% | +8.7% |
| 6M | +26.6% | +32.2% | -5.6% | +16.6% |
| YTD | +51.2% | -0.3% | +51.4% | +46.7% |
| 1Y | +75.6% | +16.2% | +59.4% | +62.9% |
| 3Y | +101.7% | +40.7% | +61.0% | +65.0% |
| 5Y | +134.6% | -62.3% | +197.0% | +121.3% |
| 10Y | +724.2% | +162.2% | +561.9% | +241.9% |
| All | +724.2% | +142.4% | +581.8% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling