+48.6%
FCX vs WAT
+26.7%
+22.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -2.4% | +3.4% | -5.8% | -3.4% |
| 30D | -18.0% | +9.6% | -27.6% | -20.5% |
| 3M | -14.3% | +15.5% | -29.8% | -18.5% |
| 6M | -1.7% | +33.9% | -35.6% | -11.0% |
| YTD | +19.8% | +25.2% | -5.3% | +4.4% |
| 1Y | +48.6% | +26.3% | +22.4% | +29.5% |
| All | +48.6% | +26.7% | +22.0% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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