+313.2%
FCX vs WING
+405.9%
-92.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -4.9% | -3.9% | -1.0% | -4.0% |
| 30D | +4.8% | -11.6% | +16.4% | +7.4% |
| 3M | +4.6% | -24.2% | +28.8% | +10.6% |
| 6M | +10.8% | -54.1% | +64.9% | +31.4% |
| YTD | +44.2% | -53.9% | +98.1% | +68.6% |
| 1Y | +59.6% | -64.4% | +123.9% | +97.8% |
| 3Y | +82.2% | -30.2% | +112.4% | +66.2% |
| 5Y | +115.6% | -34.1% | +149.7% | +88.0% |
| 10Y | +670.6% | +342.1% | +328.4% | +189.6% |
| All | +313.2% | +405.9% | -92.7% | +35.2% |
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