+254.9%
FCX vs WING
+719.8%
-464.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.4% | -3.5% | +2.9% |
| 7D | -1.0% | +8.6% | -9.6% | -2.9% |
| 30D | -15.2% | +44.8% | -60.0% | -22.7% |
| 3M | -10.3% | +51.9% | -62.2% | -20.0% |
| 6M | +1.6% | +37.2% | -35.7% | -8.3% |
| YTD | +23.9% | -25.3% | +49.2% | +27.8% |
| 1Y | +58.0% | -25.1% | +83.1% | +62.3% |
| 3Y | +94.6% | -12.9% | +107.5% | +71.8% |
| 5Y | +70.4% | +12.0% | +58.4% | +29.8% |
| 10Y | +430.7% | +716.5% | -285.8% | +66.6% |
| All | +254.9% | +719.8% | -464.9% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling