+1,643.9%
FCX vs WTW
+1,094.8%
+549.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.5% |
| 7D | +3.1% | -7.1% | +10.2% | +7.2% |
| 30D | +8.1% | -8.5% | +16.7% | +13.3% |
| 3M | +18.9% | +20.6% | -1.6% | +5.7% |
| 6M | +26.6% | +7.2% | +19.4% | +18.2% |
| YTD | +51.2% | -3.9% | +55.0% | +47.9% |
| 1Y | +75.6% | -3.6% | +79.1% | +70.6% |
| 3Y | +101.7% | +60.7% | +41.0% | +40.6% |
| 5Y | +134.6% | +42.2% | +92.5% | +74.8% |
| 10Y | +724.1% | +195.5% | +528.7% | +301.6% |
| All | +1,643.9% | +1,094.8% | +549.1% | +528.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling