+94.6%
FCX vs WELL
+202.0%
-107.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.8% |
| 7D | -1.0% | +3.5% | -4.5% | -1.2% |
| 30D | -15.2% | +9.7% | -24.9% | -15.8% |
| 3M | -10.3% | +4.8% | -15.1% | -10.6% |
| 6M | +1.6% | +16.1% | -14.5% | +0.3% |
| YTD | +23.9% | +34.7% | -10.8% | +18.3% |
| 1Y | +58.0% | +31.9% | +26.1% | +51.3% |
| 3Y | +94.6% | +209.9% | -115.3% | +37.7% |
| All | +94.6% | +202.0% | -107.5% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 3y: compounded portfolio wealth divided by compounded WELL 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…
3y analysis · Full analysis span regression · 6 months rolling