+613.6%
FCX vs WING
+379.2%
+234.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.1% | -6.5% | -6.6% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | +3.4% | -0.5% | +3.9% | +3.0% |
| 3M | +15.0% | -23.9% | +38.9% | +20.8% |
| 6M | +14.6% | -48.9% | +63.5% | +30.7% |
| YTD | +41.2% | -53.3% | +94.6% | +62.5% |
| 1Y | +60.4% | -60.3% | +120.7% | +90.2% |
| 3Y | +88.4% | -30.1% | +118.5% | +72.9% |
| 5Y | +115.0% | -36.2% | +151.2% | +91.4% |
| All | +613.6% | +379.2% | +234.4% | +225.9% |
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