+1,015.5%
FCX vs WAB
+4,092.2%
-3,076.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -4.9% | -3.2% | -1.7% | -3.2% |
| 30D | +4.8% | -4.4% | +9.3% | +7.3% |
| 3M | +4.6% | +7.9% | -3.2% | +0.5% |
| 6M | +10.8% | +8.7% | +2.1% | +6.3% |
| YTD | +44.2% | +33.0% | +11.2% | +24.8% |
| 1Y | +59.6% | +46.7% | +12.9% | +31.5% |
| 3Y | +82.2% | +153.0% | -70.7% | +14.4% |
| 5Y | +115.6% | +222.3% | -106.6% | +21.4% |
| 10Y | +670.6% | +291.0% | +379.6% | +289.8% |
| All | +1,015.5% | +4,092.2% | -3,076.7% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling