+373.5%
FCX vs WEC
+197.9%
+175.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | -0.3% | +2.3% | -2.6% | -0.7% |
| 30D | -14.7% | +11.1% | -25.8% | -16.5% |
| 3M | -11.2% | +8.4% | -19.6% | -12.6% |
| 6M | -11.4% | +7.5% | -18.9% | -12.9% |
| YTD | +17.7% | +15.3% | +2.4% | +13.8% |
| 1Y | +47.5% | +9.7% | +37.8% | +44.1% |
| 3Y | +83.9% | +64.7% | +19.2% | +62.7% |
| 5Y | +54.0% | +57.3% | -3.3% | +38.0% |
| All | +373.5% | +197.9% | +175.6% | +410.5% |
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