+107.6%
FCX vs WOLF
+51.6%
+56.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.4% |
| 7D | +3.1% | +2.4% | +0.7% | +2.7% |
| 30D | +8.1% | -6.9% | +15.0% | +8.8% |
| 3M | +18.9% | -44.1% | +63.0% | +27.6% |
| 6M | +26.6% | +53.6% | -27.0% | +10.4% |
| YTD | +51.2% | +56.7% | -5.5% | +30.5% |
| All | +107.6% | +51.6% | +56.0% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling