+26.6%
FCX vs WTW
+4.3%
+22.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -1.6% |
| 7D | +3.1% | -7.1% | +10.2% | +0.8% |
| 30D | +8.1% | -8.5% | +16.7% | +5.1% |
| 3M | +18.9% | +20.6% | -1.6% | +31.0% |
| 6M | +26.6% | +7.2% | +19.4% | +36.8% |
| All | +26.6% | +4.3% | +22.3% | +36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling