+115.0%
FCX vs WBD
+5.3%
+109.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.0% | -7.6% | -6.8% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | +3.4% | +4.2% | -0.8% | +2.4% |
| 3M | +15.0% | +7.5% | +7.5% | +12.8% |
| 6M | +14.6% | +1.6% | +13.1% | +14.2% |
| YTD | +41.2% | -2.2% | +43.4% | +41.8% |
| 1Y | +60.4% | +124.9% | -64.5% | +28.7% |
| 3Y | +88.4% | +149.1% | -60.7% | +39.5% |
| 5Y | +115.0% | +7.8% | +107.2% | +90.2% |
| All | +115.0% | +5.3% | +109.7% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling