+162.1%
FCX vs W
+176.2%
-14.1%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.3% |
| 7D | -4.9% | -4.2% | -0.7% | -4.1% |
| 30D | +4.8% | -7.6% | +12.4% | +6.4% |
| 3M | +4.6% | +37.2% | -32.5% | -3.4% |
| 6M | +10.8% | +26.3% | -15.5% | +3.5% |
| YTD | +44.2% | -1.0% | +45.2% | +40.4% |
| 1Y | +59.6% | +20.1% | +39.5% | +47.7% |
| 3Y | +82.2% | +37.8% | +44.5% | +51.8% |
| 5Y | +115.6% | -63.7% | +179.3% | +103.4% |
| 10Y | +670.6% | +156.3% | +514.2% | +299.2% |
| All | +162.1% | +176.2% | -14.1% | +32.6% |
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