+1,471.4%
FCX vs WCC
+1,713.7%
-242.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.6% | -1.5% |
| 7D | -4.9% | +4.5% | -9.3% | -6.8% |
| 30D | +4.8% | -5.8% | +10.6% | +7.4% |
| 3M | +4.6% | -3.7% | +8.3% | +6.1% |
| 6M | +10.8% | +23.1% | -12.2% | +0.3% |
| YTD | +44.2% | +44.2% | +0.1% | +21.2% |
| 1Y | +59.6% | +62.1% | -2.5% | +26.7% |
| 3Y | +82.2% | +121.1% | -38.9% | +18.5% |
| 5Y | +115.6% | +214.0% | -98.3% | +14.4% |
| 10Y | +670.6% | +472.8% | +197.8% | +197.2% |
| All | +1,471.4% | +1,713.7% | -242.4% | +321.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling