+724.2%
FCX vs WDAY
+111.3%
+612.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.1% | -7.4% | +10.5% | +5.3% |
| 30D | +8.1% | +1.0% | +7.1% | +6.5% |
| 3M | +18.9% | +32.7% | -13.7% | +5.4% |
| 6M | +26.6% | +25.6% | +1.0% | +12.1% |
| YTD | +51.2% | -13.4% | +64.5% | +51.7% |
| 1Y | +75.6% | -19.4% | +94.9% | +79.9% |
| 3Y | +101.7% | -25.8% | +127.5% | +104.9% |
| 5Y | +134.6% | -31.1% | +165.7% | +136.0% |
| 10Y | +724.2% | +113.3% | +610.8% | +424.5% |
| All | +724.2% | +111.3% | +612.9% | +424.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 10y: compounded portfolio wealth divided by compounded WDAY 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…
10y analysis · Full analysis span regression · 6 months rolling