+84.2%
FCX vs WTW
+61.9%
+22.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.3% | -5.7% | +3.4% | -2.3% |
| 30D | +2.7% | -7.3% | +9.9% | +2.6% |
| 3M | +7.4% | +21.5% | -14.1% | +7.6% |
| 6M | +16.0% | +9.6% | +6.4% | +17.3% |
| YTD | +40.9% | -3.3% | +44.2% | +44.7% |
| 1Y | +56.4% | -6.1% | +62.6% | +61.6% |
| 3Y | +84.2% | +61.8% | +22.4% | +80.3% |
| All | +84.2% | +61.9% | +22.3% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling