+1,385.3%
FCX vs WCN
+6,839.3%
-5,454.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -4.9% | -0.6% | -4.2% | -4.7% |
| 30D | +4.8% | +0.4% | +4.4% | +4.6% |
| 3M | +4.6% | +7.3% | -2.7% | +1.6% |
| 6M | +10.8% | -2.5% | +13.3% | +10.0% |
| YTD | +44.2% | -5.4% | +49.6% | +44.3% |
| 1Y | +59.6% | -8.5% | +68.0% | +61.1% |
| 3Y | +82.2% | +20.8% | +61.5% | +67.1% |
| 5Y | +115.6% | +30.0% | +85.6% | +93.4% |
| 10Y | +670.6% | +238.4% | +432.1% | +431.3% |
| All | +1,385.3% | +6,839.3% | -5,454.0% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling