+1,015.5%
FCX vs WWD
+20,008.6%
-18,993.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.3% |
| 7D | -4.9% | +1.3% | -6.2% | -5.5% |
| 30D | +4.8% | -7.2% | +12.0% | +8.3% |
| 3M | +4.6% | -3.8% | +8.5% | +5.7% |
| 6M | +10.8% | -9.9% | +20.7% | +15.4% |
| YTD | +44.2% | +14.8% | +29.4% | +33.3% |
| 1Y | +59.6% | +42.1% | +17.5% | +32.2% |
| 3Y | +82.2% | +170.8% | -88.5% | +8.8% |
| 5Y | +115.6% | +197.5% | -81.9% | +21.3% |
| 10Y | +670.6% | +477.8% | +192.7% | +217.8% |
| All | +1,015.5% | +20,008.6% | -18,993.1% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling