+102.7%
FCX vs WU
-27.2%
+130.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.9% | +5.9% |
| 7D | +5.7% | -0.8% | +6.6% | +5.9% |
| 30D | +10.1% | -1.1% | +11.2% | +10.1% |
| 3M | +20.2% | -1.8% | +22.0% | +18.6% |
| 6M | +29.7% | -23.9% | +53.6% | +37.2% |
| YTD | +51.9% | -20.4% | +72.3% | +57.8% |
| 1Y | +66.0% | -10.6% | +76.5% | +64.7% |
| 3Y | +102.7% | -27.7% | +130.5% | +107.1% |
| All | +102.7% | -27.2% | +130.0% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling