+75.6%
FCX vs WAB
+47.7%
+27.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.2% |
| 3M | +18.9% | +5.6% | +13.3% | +12.4% |
| 6M | +26.6% | +13.8% | +12.8% | +10.5% |
| YTD | +51.2% | +31.9% | +19.3% | +17.4% |
| 1Y | +75.6% | +48.3% | +27.3% | +24.7% |
| All | +75.6% | +47.7% | +27.8% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling