+138.9%
FCX vs WEC
+34.9%
+104.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.3% | +5.1% |
| 7D | +5.7% | +0.8% | +4.9% | +5.6% |
| 30D | +10.1% | +0.3% | +9.7% | +9.8% |
| 3M | +20.2% | -2.9% | +23.1% | +20.6% |
| 6M | +29.7% | -5.9% | +35.6% | +30.9% |
| YTD | +51.9% | +4.1% | +47.8% | +49.1% |
| 1Y | +66.0% | +3.1% | +62.8% | +63.1% |
| 3Y | +102.7% | +40.8% | +62.0% | +78.1% |
| 5Y | +138.9% | +31.7% | +107.2% | +108.2% |
| All | +138.9% | +34.9% | +104.0% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling