+102.7%
FCX vs WCN
+19.6%
+83.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.4% | +5.3% |
| 7D | +5.7% | -0.4% | +6.2% | +5.7% |
| 30D | +10.1% | -2.1% | +12.2% | +10.0% |
| 3M | +20.2% | +6.4% | +13.8% | +19.4% |
| 6M | +29.7% | -3.7% | +33.4% | +31.8% |
| YTD | +51.9% | -6.4% | +58.3% | +55.8% |
| 1Y | +66.0% | -7.9% | +73.9% | +71.1% |
| 3Y | +102.7% | +20.8% | +81.9% | +87.4% |
| All | +102.7% | +19.6% | +83.1% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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