+304.8%
FCX vs WU
-19.6%
+324.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.9% |
| 7D | -4.9% | -0.8% | -4.0% | -4.3% |
| 30D | +4.8% | -1.1% | +5.9% | +5.2% |
| 3M | +4.6% | -3.9% | +8.5% | +3.8% |
| 6M | +10.8% | -20.7% | +31.5% | +23.8% |
| YTD | +44.2% | -18.4% | +62.6% | +56.4% |
| 1Y | +59.6% | -8.1% | +67.6% | +56.7% |
| 3Y | +82.2% | -24.2% | +106.4% | +94.9% |
| 5Y | +115.6% | -50.4% | +166.1% | +199.1% |
| 10Y | +670.6% | -40.0% | +710.6% | +795.2% |
| All | +304.8% | -19.6% | +324.4% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling