+159.4%
FCX vs WBD
-61.8%
+221.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | -0.4% |
| 7D | -4.2% | -13.9% | +9.8% | -0.1% |
| 30D | -9.0% | -7.6% | -1.4% | -7.7% |
| 3M | -20.2% | -28.3% | +8.1% | -12.3% |
| 6M | -6.3% | -22.3% | +16.0% | -0.8% |
| YTD | -10.1% | +6.9% | -16.9% | -16.7% |
| 1Y | -7.0% | -6.2% | -0.8% | -10.1% |
| 3Y | +76.6% | -55.8% | +132.4% | +71.4% |
| 5Y | +215.2% | -69.3% | +284.5% | +241.2% |
| All | +159.4% | -61.8% | +221.2% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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