+613.6%
FCX vs WWD
+490.2%
+123.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -5.7% |
| 7D | -1.9% | -2.9% | +1.0% | -0.1% |
| 30D | +3.4% | -6.6% | +10.0% | +7.5% |
| 3M | +15.0% | -9.3% | +24.3% | +20.8% |
| 6M | +14.6% | -13.6% | +28.3% | +23.7% |
| YTD | +41.2% | +10.4% | +30.8% | +29.2% |
| 1Y | +60.4% | +39.9% | +20.5% | +24.0% |
| 3Y | +88.4% | +165.0% | -76.6% | -8.8% |
| 5Y | +115.0% | +183.8% | -68.7% | -4.1% |
| All | +613.6% | +490.2% | +123.4% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling