+383.2%
FCX vs WDAY
+129.5%
+253.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +4.4% | -4.8% | +9.2% | +5.8% |
| 30D | -16.3% | +2.5% | -18.8% | -17.2% |
| 3M | -12.5% | +8.8% | -21.2% | -16.2% |
| 6M | -8.0% | +60.7% | -68.7% | -24.8% |
| YTD | +20.1% | -11.2% | +31.4% | +19.1% |
| 1Y | +45.9% | -15.6% | +61.5% | +47.1% |
| 3Y | +86.2% | -17.1% | +103.4% | +80.8% |
| 5Y | +57.1% | -35.7% | +92.8% | +62.7% |
| All | +383.2% | +129.5% | +253.7% | +196.9% |
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