+386.3%
FCX vs WING
+675.9%
-289.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +0.9% | -2.3% |
| 7D | -2.4% | +5.0% | -7.3% | -3.4% |
| 30D | -18.0% | +38.7% | -56.7% | -23.9% |
| 3M | -14.3% | +44.7% | -59.0% | -22.0% |
| 6M | -1.7% | +31.5% | -33.2% | -9.6% |
| YTD | +19.8% | -28.4% | +48.3% | +24.7% |
| 1Y | +48.6% | -28.2% | +76.8% | +54.0% |
| 3Y | +85.8% | -18.4% | +104.2% | +68.1% |
| 5Y | +72.2% | +5.2% | +67.0% | +35.6% |
| 10Y | +386.3% | +699.8% | -313.5% | +77.7% |
| All | +386.3% | +675.9% | -289.6% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling