+800.3%
FCX vs WAT
+12,580.5%
-11,780.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -2.4% | +3.4% | -5.8% | -3.2% |
| 30D | -18.0% | +9.6% | -27.6% | -20.2% |
| 3M | -14.3% | +15.5% | -29.8% | -17.9% |
| 6M | -1.7% | +33.9% | -35.6% | -10.1% |
| YTD | +19.8% | +25.2% | -5.3% | +11.1% |
| 1Y | +48.6% | +26.3% | +22.4% | +37.4% |
| 3Y | +85.8% | +85.8% | 0.0% | +50.9% |
| 5Y | +72.2% | +35.3% | +36.9% | +51.9% |
| 10Y | +386.3% | +231.8% | +154.5% | +242.3% |
| All | +800.3% | +12,580.5% | -11,780.2% | +363.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling