+1,015.5%
FCX vs WELL
+7,587.5%
-6,572.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.2% |
| 7D | -4.9% | -0.8% | -4.1% | -4.6% |
| 30D | +4.8% | -0.1% | +4.9% | +4.7% |
| 3M | +4.6% | +18.0% | -13.4% | -4.0% |
| 6M | +10.8% | +15.0% | -4.2% | +2.3% |
| YTD | +44.2% | +28.6% | +15.6% | +25.9% |
| 1Y | +59.6% | +42.9% | +16.6% | +31.9% |
| 3Y | +82.2% | +203.0% | -120.8% | +3.6% |
| 5Y | +115.6% | +206.9% | -91.3% | +20.1% |
| 10Y | +670.6% | +339.5% | +331.1% | +221.4% |
| All | +1,015.5% | +7,587.5% | -6,572.0% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling