+108.6%
FCX vs WOLF
+60.4%
+48.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.5% | +5.0% |
| 7D | +5.7% | +9.8% | -4.0% | +4.1% |
| 30D | +10.1% | -12.1% | +22.2% | +11.8% |
| 3M | +20.2% | -47.9% | +68.1% | +30.4% |
| 6M | +29.7% | +74.3% | -44.6% | +10.6% |
| YTD | +51.9% | +65.9% | -13.9% | +30.0% |
| All | +108.6% | +60.4% | +48.2% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling