+102.7%
FCX vs WAB
+168.6%
-65.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +4.9% |
| 7D | +5.7% | +1.7% | +4.1% | +4.4% |
| 30D | +10.1% | -2.4% | +12.5% | +12.2% |
| 3M | +20.2% | +9.7% | +10.5% | +10.8% |
| 6M | +29.7% | +16.5% | +13.2% | +13.8% |
| YTD | +51.9% | +33.7% | +18.2% | +19.8% |
| 1Y | +66.0% | +49.7% | +16.3% | +20.1% |
| 3Y | +102.7% | +170.9% | -68.2% | -2.7% |
| All | +102.7% | +168.6% | -65.8% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling