+1,112.4%
FCX vs WCN
+8,080.5%
-6,968.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +2.6% | -2.9% | -1.1% |
| 30D | -14.7% | +23.9% | -38.7% | -20.6% |
| 3M | -11.2% | +17.4% | -28.6% | -16.0% |
| 6M | -11.4% | +28.0% | -39.4% | -19.1% |
| YTD | +17.7% | +11.6% | +6.2% | +11.3% |
| 1Y | +47.5% | +16.9% | +30.6% | +37.3% |
| 3Y | +83.9% | +51.6% | +32.3% | +56.3% |
| 5Y | +54.0% | +48.0% | +6.0% | +32.1% |
| 10Y | +372.9% | +322.6% | +50.3% | +203.3% |
| All | +1,112.4% | +8,080.5% | -6,968.1% | +438.8% |
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