+854.8%
FCX vs WAB
+4,408.2%
-3,553.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | -0.8% | +3.1% | -3.9% | -2.2% |
| 30D | -15.1% | +6.4% | -21.5% | -17.6% |
| 3M | -9.6% | +2.2% | -11.8% | -10.4% |
| 6M | -3.1% | +13.7% | -16.8% | -9.2% |
| YTD | +23.4% | +43.0% | -19.6% | +3.0% |
| 1Y | +52.7% | +47.0% | +5.7% | +25.7% |
| 3Y | +91.4% | +174.4% | -83.0% | +15.5% |
| 5Y | +62.7% | +222.2% | -159.4% | -8.7% |
| 10Y | +395.9% | +276.9% | +119.0% | +153.4% |
| All | +854.8% | +4,408.2% | -3,553.4% | +158.5% |
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 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