+1,205.8%
FCX vs WCC
+1,536.7%
-330.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | -2.4% | -9.9% | +7.6% | +1.9% |
| 30D | -18.0% | -13.4% | -4.6% | -13.1% |
| 3M | -14.3% | -13.5% | -0.8% | -9.4% |
| 6M | -1.7% | -10.6% | +8.9% | +2.3% |
| YTD | +19.8% | +30.1% | -10.2% | +4.7% |
| 1Y | +48.6% | +22.3% | +26.3% | +33.3% |
| 3Y | +85.8% | +130.3% | -44.5% | +18.1% |
| 5Y | +72.2% | +144.5% | -72.3% | +1.3% |
| 10Y | +386.3% | +431.8% | -45.5% | +92.8% |
| All | +1,205.8% | +1,536.7% | -330.9% | +264.3% |
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