+134.6%
FCX vs WU
-51.4%
+186.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | +3.1% | -4.9% | +8.0% | +4.8% |
| 30D | +8.1% | -1.3% | +9.4% | +8.3% |
| 3M | +18.9% | -3.6% | +22.5% | +18.0% |
| 6M | +26.6% | -24.3% | +50.9% | +37.2% |
| YTD | +51.2% | -21.1% | +72.2% | +60.2% |
| 1Y | +75.6% | -10.3% | +85.9% | +74.8% |
| 3Y | +101.7% | -28.4% | +130.1% | +115.3% |
| 5Y | +134.6% | -51.2% | +185.8% | +210.9% |
| All | +134.6% | -51.4% | +186.0% | +210.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling