+386.3%
FCX vs W
+228.8%
+157.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.4% |
| 7D | -2.4% | +1.1% | -3.4% | -2.6% |
| 30D | -18.0% | +6.4% | -24.4% | -19.2% |
| 3M | -14.3% | +9.0% | -23.2% | -16.2% |
| 6M | -1.7% | +69.8% | -71.5% | -14.3% |
| YTD | +19.8% | +12.1% | +7.8% | +13.1% |
| 1Y | +48.6% | 0.0% | +48.6% | +43.2% |
| 3Y | +85.8% | +160.3% | -74.5% | +34.4% |
| 5Y | +72.2% | -53.3% | +125.5% | +54.5% |
| 10Y | +386.3% | +217.0% | +169.3% | +98.8% |
| All | +386.3% | +228.8% | +157.5% | +98.8% |
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