+724.2%
FCX vs WAB
+282.7%
+441.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.6% |
| 7D | +3.1% | +0.2% | +2.9% | +2.9% |
| 30D | +8.1% | -4.6% | +12.7% | +12.0% |
| 3M | +18.9% | +5.6% | +13.3% | +13.4% |
| 6M | +26.6% | +13.8% | +12.8% | +14.1% |
| YTD | +51.2% | +31.9% | +19.3% | +21.8% |
| 1Y | +75.6% | +48.3% | +27.3% | +29.4% |
| 3Y | +101.7% | +167.1% | -65.4% | -5.7% |
| 5Y | +134.6% | +222.9% | -88.2% | -4.6% |
| 10Y | +724.2% | +289.9% | +434.2% | +124.5% |
| All | +724.2% | +282.7% | +441.5% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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