+133.7%
FCX vs WDAY
+307.5%
-173.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.9% |
| 7D | -4.9% | -4.4% | -0.5% | -3.7% |
| 30D | +4.8% | +14.7% | -9.9% | -0.6% |
| 3M | +4.6% | +32.4% | -27.8% | -6.8% |
| 6M | +10.8% | +36.9% | -26.1% | -4.6% |
| YTD | +44.2% | -8.8% | +53.1% | +41.6% |
| 1Y | +59.6% | -15.3% | +74.9% | +59.8% |
| 3Y | +82.2% | -21.2% | +103.5% | +80.8% |
| 5Y | +115.6% | -29.5% | +145.1% | +114.6% |
| 10Y | +670.6% | +120.0% | +550.5% | +391.1% |
| All | +133.7% | +307.5% | -173.8% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling