+114.3%
FCX vs WING
-34.0%
+148.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -4.9% | -3.9% | -1.0% | -4.3% |
| 30D | +4.8% | -11.6% | +16.4% | +6.4% |
| 3M | +4.6% | -24.2% | +28.8% | +8.3% |
| 6M | +10.8% | -54.1% | +64.9% | +23.7% |
| YTD | +44.2% | -53.9% | +98.1% | +59.7% |
| 1Y | +59.6% | -64.4% | +123.9% | +83.7% |
| 3Y | +82.2% | -30.2% | +112.4% | +65.5% |
| All | +114.3% | -34.0% | +148.3% | +80.2% |
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