+612.2%
FCX vs WBD
+15.0%
+597.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -2.3% | -0.7% | -1.5% | -2.1% |
| 30D | +2.7% | +1.4% | +1.3% | +2.2% |
| 3M | +7.4% | +4.4% | +3.0% | +5.7% |
| 6M | +16.0% | +0.8% | +15.2% | +15.7% |
| YTD | +40.9% | -2.7% | +43.6% | +42.0% |
| 1Y | +56.4% | +73.4% | -17.0% | +29.7% |
| 3Y | +84.2% | +142.1% | -57.9% | +26.1% |
| 5Y | +114.6% | +7.2% | +107.4% | +81.0% |
| All | +612.2% | +15.0% | +597.2% | +350.5% |
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