+90.2%
FCX vs W
+41.4%
+48.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.4% |
| 7D | -4.9% | -4.2% | -0.7% | -3.9% |
| 30D | +4.8% | -7.6% | +12.4% | +6.7% |
| 3M | +4.6% | +37.2% | -32.5% | -5.0% |
| 6M | +10.8% | +26.3% | -15.5% | +2.0% |
| YTD | +44.2% | -1.0% | +45.2% | +39.3% |
| 1Y | +59.6% | +20.1% | +39.5% | +44.9% |
| All | +90.2% | +41.4% | +48.7% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling