+60.3%
FCX vs WCC
+24.5%
+35.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.9% | +11.3% | +6.6% |
| 7D | -6.0% | -8.8% | +2.8% | -2.1% |
| 30D | -13.6% | -16.0% | +2.4% | -5.7% |
| 3M | -6.8% | -15.2% | +8.4% | +0.8% |
| 6M | +13.2% | -8.4% | +21.5% | +17.1% |
| YTD | +24.4% | +30.1% | -5.7% | +1.3% |
| 1Y | +60.3% | +26.4% | +33.8% | +30.1% |
| All | +60.3% | +24.5% | +35.8% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling