+115.8%
FCX vs WAT
-3.5%
+119.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | +2.7% | -1.9% | +4.5% | +3.5% |
| 3M | +7.4% | +13.5% | -6.1% | +1.5% |
| 6M | +16.0% | +37.2% | -21.2% | +0.6% |
| YTD | +40.9% | +7.5% | +33.4% | +34.3% |
| 1Y | +56.4% | +35.0% | +21.4% | +33.6% |
| 3Y | +84.2% | +55.1% | +29.1% | +39.3% |
| All | +115.8% | -3.5% | +119.3% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling