+59.6%
FCX vs WU
-8.3%
+67.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -4.9% | -0.8% | -4.0% | -4.8% |
| 30D | +4.8% | -1.1% | +5.9% | +4.9% |
| 3M | +4.6% | -3.9% | +8.5% | +3.6% |
| 6M | +10.8% | -20.7% | +31.5% | +11.2% |
| YTD | +44.2% | -18.4% | +62.6% | +43.9% |
| 1Y | +59.6% | -8.1% | +67.6% | +56.3% |
| All | +59.6% | -8.3% | +67.8% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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