+237.2%
FCX vs WU
-22.9%
+260.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.9% |
| 7D | +4.4% | -5.3% | +9.7% | +7.9% |
| 30D | -16.3% | +9.0% | -25.4% | -21.8% |
| 3M | -12.5% | -3.6% | -8.9% | -12.3% |
| 6M | -8.0% | -19.4% | +11.4% | +0.3% |
| YTD | +20.1% | -21.7% | +41.8% | +31.4% |
| 1Y | +45.9% | -16.1% | +62.1% | +51.8% |
| 3Y | +86.2% | -24.1% | +110.4% | +96.8% |
| 5Y | +57.1% | -44.1% | +101.2% | +95.7% |
| 10Y | +382.5% | -39.6% | +422.1% | +445.3% |
| All | +237.2% | -22.9% | +260.1% | +206.8% |
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