+76.4%
FCX vs WING
-63.8%
+140.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.3% |
| 7D | +5.7% | -0.1% | +5.9% | +5.7% |
| 30D | +10.1% | -6.0% | +16.1% | +10.3% |
| 3M | +20.2% | -23.5% | +43.7% | +22.5% |
| 6M | +29.7% | -52.0% | +81.7% | +39.1% |
| YTD | +51.9% | -53.8% | +105.7% | +64.6% |
| All | +76.4% | -63.8% | +140.2% | +94.1% |
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