+100.7%
FCX vs WDAY
+295.9%
-195.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.3% |
| 7D | -1.0% | -4.0% | +3.0% | +0.1% |
| 30D | -15.2% | +1.9% | -17.2% | -16.0% |
| 3M | -10.3% | +5.9% | -16.2% | -13.4% |
| 6M | +1.6% | +48.8% | -47.2% | -14.7% |
| YTD | +23.9% | -11.4% | +35.3% | +21.8% |
| 1Y | +58.0% | -15.5% | +73.6% | +57.6% |
| 3Y | +94.6% | -15.6% | +110.2% | +86.9% |
| 5Y | +70.4% | -35.2% | +105.6% | +73.7% |
| 10Y | +430.7% | +123.9% | +306.8% | +233.7% |
| All | +100.7% | +295.9% | -195.2% | +14.8% |
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