+724.2%
FCX vs WAT
+156.2%
+567.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +3.1% | -1.8% | +4.9% | +4.0% |
| 30D | +8.1% | -1.7% | +9.8% | +9.1% |
| 3M | +18.9% | +9.1% | +9.9% | +13.4% |
| 6M | +26.6% | +32.4% | -5.8% | +8.1% |
| YTD | +51.2% | +6.6% | +44.6% | +43.0% |
| 1Y | +75.6% | +34.7% | +40.8% | +45.0% |
| 3Y | +101.7% | +53.6% | +48.1% | +43.9% |
| 5Y | +134.6% | -4.1% | +138.7% | +119.6% |
| 10Y | +724.2% | +167.9% | +556.3% | +293.0% |
| All | +724.2% | +156.2% | +567.9% | +293.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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