+85.8%
FCX vs WAB
+175.0%
-89.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -4.7% |
| 7D | -2.4% | +4.0% | -6.4% | -5.3% |
| 30D | -18.0% | +6.3% | -24.3% | -21.8% |
| 3M | -14.3% | +3.3% | -17.6% | -16.5% |
| 6M | -1.7% | +14.5% | -16.2% | -12.3% |
| YTD | +19.8% | +42.7% | -22.8% | -10.5% |
| 1Y | +48.6% | +45.2% | +3.5% | +9.6% |
| 3Y | +85.8% | +173.8% | -87.9% | -18.5% |
| All | +85.8% | +175.0% | -89.2% | -18.5% |
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 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