+125.1%
FCX vs W
+224.6%
-99.5%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.6% | +0.3% | +4.0% |
| 7D | -1.0% | +3.3% | -4.3% | -1.7% |
| 30D | -15.2% | +10.5% | -25.8% | -17.1% |
| 3M | -10.3% | +9.6% | -19.9% | -12.3% |
| 6M | +1.6% | +76.4% | -74.8% | -11.4% |
| YTD | +23.9% | +16.4% | +7.5% | +16.4% |
| 1Y | +58.0% | +9.3% | +48.7% | +49.9% |
| 3Y | +94.6% | +172.8% | -78.2% | +42.4% |
| 5Y | +70.4% | -53.4% | +123.7% | +52.4% |
| 10Y | +430.7% | +243.6% | +187.0% | +161.2% |
| All | +125.1% | +224.6% | -99.5% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling