+138.9%
FCX vs WWD
+192.1%
-53.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.0% | +7.4% | +6.4% |
| 7D | +5.7% | +0.8% | +4.9% | +5.1% |
| 30D | +10.1% | -6.4% | +16.5% | +13.6% |
| 3M | +20.2% | -5.6% | +25.8% | +22.4% |
| 6M | +29.7% | -9.1% | +38.8% | +34.5% |
| YTD | +51.9% | +12.5% | +39.4% | +39.6% |
| 1Y | +66.0% | +41.3% | +24.6% | +32.9% |
| 3Y | +102.7% | +170.2% | -67.5% | +7.8% |
| 5Y | +138.9% | +192.5% | -53.6% | +15.7% |
| All | +138.9% | +192.1% | -53.2% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling