+59.6%
FCX vs WING
-65.5%
+125.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -4.9% | -3.9% | -1.0% | -4.6% |
| 30D | +4.8% | -11.6% | +16.4% | +5.7% |
| 3M | +4.6% | -24.2% | +28.8% | +6.9% |
| 6M | +10.8% | -54.1% | +64.9% | +20.4% |
| YTD | +44.2% | -53.9% | +98.1% | +57.2% |
| 1Y | +59.6% | -64.4% | +123.9% | +95.3% |
| All | +59.6% | -65.5% | +125.1% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling