+1,015.5%
FCX vs WEC
+2,220.2%
-1,204.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | +4.8% | -1.3% | +6.1% | +5.2% |
| 3M | +4.6% | -3.9% | +8.5% | +5.8% |
| 6M | +10.8% | -8.3% | +19.1% | +14.0% |
| YTD | +44.2% | +3.1% | +41.2% | +40.8% |
| 1Y | +59.6% | +1.9% | +57.6% | +56.2% |
| 3Y | +82.2% | +41.9% | +40.3% | +51.3% |
| 5Y | +115.6% | +30.8% | +84.8% | +82.7% |
| 10Y | +670.6% | +141.9% | +528.6% | +333.2% |
| All | +1,015.5% | +2,220.2% | -1,204.7% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling