-14.9%
FCX vs WBD
-63.8%
+48.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.1% |
| 7D | -4.2% | -13.9% | +9.8% | -1.3% |
| 30D | -9.0% | -7.6% | -1.4% | -8.1% |
| 3M | -20.2% | -28.3% | +8.1% | -14.7% |
| 6M | -6.3% | -22.3% | +16.0% | -2.5% |
| YTD | -10.1% | +6.9% | -16.9% | -15.0% |
| 1Y | -7.0% | -6.2% | -0.8% | -9.3% |
| All | -14.9% | -63.8% | +48.9% | +2.3% |
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