+102.7%
FCX vs WCC
+137.6%
-34.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.9% | +4.2% |
| 7D | +5.7% | +8.5% | -2.8% | +1.8% |
| 30D | +10.1% | -1.0% | +11.0% | +10.4% |
| 3M | +20.2% | +2.1% | +18.1% | +18.5% |
| 6M | +29.7% | +36.8% | -7.1% | +11.9% |
| YTD | +51.9% | +47.7% | +4.2% | +26.5% |
| 1Y | +66.0% | +66.5% | -0.5% | +31.0% |
| 3Y | +102.7% | +134.2% | -31.4% | +27.5% |
| All | +102.7% | +137.6% | -34.9% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling