+70.4%
FCX vs WING
+9.2%
+61.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.4% | -3.5% | +3.7% |
| 7D | -1.0% | +8.6% | -9.6% | -2.2% |
| 30D | -15.2% | +44.8% | -60.0% | -19.9% |
| 3M | -10.3% | +51.9% | -62.2% | -16.3% |
| 6M | +1.6% | +37.2% | -35.7% | -4.4% |
| YTD | +23.9% | -25.3% | +49.2% | +27.4% |
| 1Y | +58.0% | -25.1% | +83.1% | +62.0% |
| 3Y | +94.6% | -12.9% | +107.5% | +75.6% |
| 5Y | +70.4% | +12.0% | +58.4% | +30.8% |
| All | +70.4% | +9.2% | +61.2% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling