+395.9%
FCX vs WEC
+190.8%
+205.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | -15.1% | +12.0% | -27.0% | -16.9% |
| 3M | -9.6% | +11.1% | -20.7% | -11.6% |
| 6M | -3.1% | +6.0% | -9.0% | -4.5% |
| YTD | +23.4% | +14.3% | +9.2% | +19.5% |
| 1Y | +52.7% | +8.0% | +44.7% | +49.6% |
| 3Y | +91.4% | +62.8% | +28.5% | +69.8% |
| 5Y | +62.7% | +55.3% | +7.4% | +46.2% |
| 10Y | +395.9% | +193.2% | +202.7% | +431.3% |
| All | +395.9% | +190.8% | +205.1% | +431.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling