+613.6%
FCX vs WCC
+518.6%
+95.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.2% | -3.3% | -4.7% |
| 7D | -1.9% | +1.7% | -3.5% | -2.7% |
| 30D | +3.4% | -6.1% | +9.5% | +7.0% |
| 3M | +15.0% | +3.1% | +11.9% | +12.4% |
| 6M | +14.6% | +28.2% | -13.6% | -1.9% |
| YTD | +41.2% | +41.1% | +0.1% | +13.8% |
| 1Y | +60.4% | +61.3% | -0.9% | +18.8% |
| 3Y | +88.4% | +123.6% | -35.2% | +4.2% |
| 5Y | +115.0% | +214.8% | -99.7% | -13.6% |
| All | +613.6% | +518.6% | +95.0% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling