+243.4%
FCX vs WING
+685.5%
-442.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +0.9% | -2.3% |
| 7D | -2.4% | +5.0% | -7.3% | -3.5% |
| 30D | -18.0% | +38.7% | -56.7% | -24.5% |
| 3M | -14.3% | +44.7% | -59.0% | -22.7% |
| 6M | -1.7% | +31.5% | -33.2% | -10.4% |
| YTD | +19.8% | -28.4% | +48.3% | +24.9% |
| 1Y | +48.6% | -28.2% | +76.8% | +54.2% |
| 3Y | +85.8% | -18.4% | +104.2% | +67.0% |
| 5Y | +72.2% | +5.2% | +67.0% | +33.6% |
| 10Y | +386.3% | +699.8% | -313.5% | +52.9% |
| All | +243.4% | +685.5% | -442.2% | +0.2% |
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 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